Fuzzy stochastic differential systems

被引：54

作者：

Feng, YH ^{[1
]}

机构：

[1] China Text Univ, Dept Basic Sci, Shanghai 200051, Peoples R China

来源：

FUZZY SETS AND SYSTEMS | 2000年 / 115卷 / 03期

关键词：

fuzzy number; mean-square calculus; fuzzy stochastic differential system; analysis; probability;

D O I：

10.1016/S0165-0114(98)00389-3

中图分类号：

TP301 [理论、方法];

学科分类号：

081202 ;

摘要：

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. (C) 2000 Elsevier Science B.V. All rights reserved.

引用

页码：351 / 363

页数：13