Fuzzy stochastic differential system

‎In this paper‎, ‎we study fuzzy stochastic differential equation initial value problems (IVPs)‎. ‎In modeling‎, ‎analyzing‎, ‎and predicting behaviors of physical and natural phenomena‎, ‎greater and greater emphasis has been placed upon fuzzy stochastic methods‎. ‎A large class of physically important problems is described by fuzzy stochastic differential systems‎.‎We obtain the existence and‎‎uniqueness theorem for a solution of the fuzzy stochastic differential equation (FSDE) under the Lipschitz condition‎. ‎We‎‎present characterization theorems for the solution of a FSDE under the m.s‎. ‎derivative-based interpretation‎, ‎by the solution of a system of ODEs‎. ‎Numerical examples are provided which connect the new results with previous findings‎. ‎

کلیدواژه ها:

Fuzzy number&lrm ، Fuzzy stochastic differential system m.s&lrm ، . &lrm ، differentiability&lrm ، ، &lrm ، Lipschitz condition