ON FUZZY STOCHASTIC DIFFERENTIAL EQUATIONS

On impulsive fuzzy functional differential equations

In this paper, we prove the existence and uniqueness of solution to the impulsive fuzzy functional differential equations under generalized Hukuhara differentiability via the principle of contraction mappings. Some examples are provided to illustrate the result.

Stochastic differential equations and integrating factor

The aim of this paper is the analytical solutions the family of rst-order nonlinear stochastic differentialequations. We dene an integrating factor for the large class of special nonlinear stochasticdierential equations. With multiply both sides with the integrating factor, we introduce a deterministicdierential equation. The results showed the accuracy of the present work.

Solution of fuzzy differential equations

Hybrid system is a dynamic system that exhibits both continuous and discrete dynamic behavior‎. ‎The hybrid differential equations have a wide range of applications in science and engineering‎. ‎The hybrid systems are devoted to modeling‎, ‎design‎, ‎and validation of interactive systems of computer programs and continuous systems‎. ‎Hybrid fuzzy differential equations (HFDEs) is considered by ...

Fuzzy Local Fractional Differential Equations

Stochastic Differential Equations on Manifolds

In [1] and [2], we studied the problem of the existence and uniqueness of a solution to some general BSDE on manifolds. In these two articles, we assumed some Lipschitz conditions on the drift f(b, x, z). The purpose of this article is to extend the existence and uniqueness results under weaker assumptions, in particular a monotonicity condition in the variable x. This extends well-known result...