Fuzzy stochastic differential systems
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Abstract 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 differential 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 coefficients and the initial conditions. The explicit representation of solutions for the first-order linear fuzzy stochastic systems are established.
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