On solutions to set-valued and fuzzy stochastic differential equations / Marek T. Malinowski, Ravi P. Agarwal // Journal of the Franklin Institute [Dokument elektroniczny]. – 2015, Vol. 352, Iss. 8, ... więcej

On solutions to set-valued and fuzzy stochastic differential equations / Marek T. Malinowski, Ravi P. Agarwal // Journal of the Franklin Institute [Dokument elektroniczny]. – 2015, Vol. 352, Iss. 8, s. 3014-3043 : wykr. – Tryb dostępu: https://www.sciencedirect.com/science/article/pii/S0016003214003263. – Bibliogr. 71 poz., Abstr. – doi: 10.1016/j.jfranklin.2014.11.010. – ISSN 0016-0032

We study existence and uniqueness of solutions to nonlinear set-valued stochastic differential equations driven by multidimensional Brownian motion. The conditions imposed on the equation׳s coefficients ... więcej

We study existence and uniqueness of solutions to nonlinear set-valued stochastic differential equations driven by multidimensional Brownian motion. The conditions imposed on the equation׳s coefficients are non-Lipschitz. The drift coefficient is set-valued and diffusion coefficient is single-valued, both coefficients are random. The approach used in this paper allows the solutions to be set-valued stochastic processes. The set-valued results are then extended for the parallel studies of nonlinear fuzzy stochastic differential equations with solutions being fuzzy stochastic processes.