کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
751890 | 1462331 | 2014 | 10 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
On solutions to fuzzy stochastic differential equations with local martingales
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موضوعات مرتبط
مهندسی و علوم پایه
سایر رشته های مهندسی
کنترل و سیستم های مهندسی
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: On solutions to fuzzy stochastic differential equations with local martingales On solutions to fuzzy stochastic differential equations with local martingales](/preview/png/751890.png)
چکیده انگلیسی
This paper deals with a class of fuzzy stochastic differential equations (FSDEs) driven by a continuous local martingale under the Lipschitzian condition. Such equations can be useful in modeling hybrid systems, where the phenomena are simultaneously subjected to two kinds of uncertainties: randomness and fuzziness. The solutions of the FSDEs are the fuzzy stochastic processes, and their uniqueness is considered to be in a strong sense. Thus, the existence and uniqueness of solutions to the FSDEs under the Lipschitzian condition is first proven. Moreover, some asymptotic properties of the solutions to the FSDEs are investigated. Finally, an illustrating example on the interest term model is provided.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Systems & Control Letters - Volume 65, March 2014, Pages 96–105
Journal: Systems & Control Letters - Volume 65, March 2014, Pages 96–105
نویسندگان
Weiyin Fei, Hongjian Liu, Wei Zhang,