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Bipartite Fuzzy Stochastic Differential Equations with Global Lipschitz Condition

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  • Marek T. Malinowski

Abstract

We introduce and analyze a new type of fuzzy stochastic differential equations. We consider equations with drift and diffusion terms occurring at both sides of equations. Therefore we call them the bipartite fuzzy stochastic differential equations. Under the Lipschitz and boundedness conditions imposed on drifts and diffusions coefficients we prove existence of a unique solution. Then, insensitivity of the solution under small changes of data of equation is examined. Finally, we mention that all results can be repeated for solutions to bipartite set-valued stochastic differential equations.

Suggested Citation

  • Marek T. Malinowski, 2016. "Bipartite Fuzzy Stochastic Differential Equations with Global Lipschitz Condition," Mathematical Problems in Engineering, Hindawi, vol. 2016, pages 1-13, December.
    • Handle: RePEc:hin:jnlmpe:3830529
    DOI: 10.1155/2016/3830529
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    Cited by:

    1. Manjitha Mani Shalini & Nazek Alessa & Banupriya Kandasamy & Karuppusamy Loganathan & Maheswari Rangasamy, 2023. "On ν -Level Interval of Fuzzy Set for Fractional Order Neutral Impulsive Stochastic Differential System," Mathematics, MDPI, vol. 11(9), pages 1-18, April.

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