Kybernetika 47 no. 1, 123-143, 2011

Stochastic fuzzy differential equations with an application

Marek T. Malinowski and Mariusz Michta

Abstract:

In this paper we present the existence and uniqueness of solutions to the stochastic fuzzy differential equations driven by Brownian motion. The continuous dependence on initial condition and stability properties are also established. As an example of application we use some stochastic fuzzy differential equation in a model of population dynamics.

Keywords:

fuzzy random variable, fuzzy stochastic process, fuzzy stochastic Lebesgue--Aumann integral, fuzzy stochastic It\^o integral, stochastic fuzzy differential equation, stochastic fuzzy integral equation

Classification:

60H05, 60H10, 60H30, 03E72

paper.pdf

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