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Fuzzy stochastic differential systems

✍ Scribed by Yuhu Feng

Publisher
Elsevier Science
Year
2000
Tongue
English
Weight
133 KB
Volume
115
Category
Article
ISSN
0165-0114

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✦ Synopsis

Basing on the work of Feng (Fuzzy Sets and Systems 102 (1999) 271-280) on mean-square calculus for fuzzy stochastic processes, we discuss in this paper the general theory of fuzzy stochastic di erential systems, including the existence and uniqueness of a solution, the continuity of the solution with respect to the initial value and the stability of systems when there are perturbations of the coe cients and the initial conditions. The explicit representation of solutions for the ΓΏrst-order linear fuzzy stochastic systems are established.

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