论文信息 - ON FUZZY STOCHASTIC DIFFERENTIAL EQUATIONS

ON FUZZY STOCHASTIC DIFFERENTIAL EQUATIONS

A fuzzy stochastic difierential equation contains a fuzzy valued difiusion term which is deflned by stochastic integral of a fuzzy process with respect to 1-dimensional Brownian motion. We prove the existence and uniqueness of the solution for fuzzy stochas- tic difierential equation under suitable Lipschitz condition. To do this we prove and use the maximal inequality for fuzzy stochastic integrals. The results are illustrated by an example.

J. Kim

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