summary: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
This thesis is a compilation of two papers. In the first paper we investigate a class of two dimens...
AbstractIn this paper we reexamine Bellman and Zadeh's seminal paper on multistage decision making i...
Stochastic Calculus has found a wide range of applications in analyzing the evolution of many natura...
summary:In this paper we present the existence and uniqueness of solutions to the stochastic fuzzy d...
The first aim of the paper is to present a survey of possible approaches for the study of fuzzy stoc...
AbstractWe define the stochastic integrals of a set-valued process and a fuzzy process with respect ...
We introduce and analyze a new type of fuzzy stochastic differential equations. We consider equation...
The Ito-Stratonovich theory of stochastic integration and stochastic differential equations has seve...
A comprehensive introduction to the core issues of stochastic differential equations and their effec...
Stochastic differential equations arise typically in situations where for instance the time evolutio...
In this paper we take into account the fuzzy stochastic integral driven by fuzzy Brownian motion. To...
In this paper we propose convergence and stability properties of Euler method for solving fuzzy sto...
AbstractThis paper develops the stochastic calculus of variations for Hilbert space-valued solutions...
In this paper we establish the existence and uniqueness of a solution for different types of stochas...
Abstract: A sufficient condition for uniqueness of solutions of ordinary differential equations is g...
This thesis is a compilation of two papers. In the first paper we investigate a class of two dimens...
AbstractIn this paper we reexamine Bellman and Zadeh's seminal paper on multistage decision making i...
Stochastic Calculus has found a wide range of applications in analyzing the evolution of many natura...
summary:In this paper we present the existence and uniqueness of solutions to the stochastic fuzzy d...
The first aim of the paper is to present a survey of possible approaches for the study of fuzzy stoc...
AbstractWe define the stochastic integrals of a set-valued process and a fuzzy process with respect ...
We introduce and analyze a new type of fuzzy stochastic differential equations. We consider equation...
The Ito-Stratonovich theory of stochastic integration and stochastic differential equations has seve...
A comprehensive introduction to the core issues of stochastic differential equations and their effec...
Stochastic differential equations arise typically in situations where for instance the time evolutio...
In this paper we take into account the fuzzy stochastic integral driven by fuzzy Brownian motion. To...
In this paper we propose convergence and stability properties of Euler method for solving fuzzy sto...
AbstractThis paper develops the stochastic calculus of variations for Hilbert space-valued solutions...
In this paper we establish the existence and uniqueness of a solution for different types of stochas...
Abstract: A sufficient condition for uniqueness of solutions of ordinary differential equations is g...
This thesis is a compilation of two papers. In the first paper we investigate a class of two dimens...
AbstractIn this paper we reexamine Bellman and Zadeh's seminal paper on multistage decision making i...
Stochastic Calculus has found a wide range of applications in analyzing the evolution of many natura...
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