首页 | 本学科首页   官方微博 | 高级检索  
     检索      

模糊随机微分方程解的存在唯一性
引用本文:苏方伟,胡良剑.模糊随机微分方程解的存在唯一性[J].模糊系统与数学,2009,23(4).
作者姓名:苏方伟  胡良剑
作者单位:东华大学,应用数学系,上海,200051
摘    要:将实数空间上的随机微分方程推广到模糊数空间,即为模糊随机微分方程.本文用Picard迭代的方法证明了其解的存在唯一性定理,推广了现有文献的结果,并且给出Picard迭代近似解误差的估计式.

关 键 词:模糊随机过程  模糊随机微分方程  存在唯一性  Picard迭代

Existence and Uniqueness of Solutions for Fuzzy Stochastic Differential Equations
SU Fang-wei,HU Liang-jian.Existence and Uniqueness of Solutions for Fuzzy Stochastic Differential Equations[J].Fuzzy Systems and Mathematics,2009,23(4).
Authors:SU Fang-wei  HU Liang-jian
Institution:Department of Applied Mathematics;Donghua University;Shanghai 200051;China
Abstract:In this paper,stochastic differential equations in Euclid space are extended to the space of fuzzy numbers,and referred as fuzzy stochastic differential equations(FSDE).A theorem of existence and uniqueness of solutions for FSDE is proved by Picard iteration procedure,which extends the results in the literature.Moreover,an estimate on the error of approximate solutions of the Picard iteration is given.
Keywords:Fuzzy Stochastic Process  Fuzzy Stochastic Differential Equation  Existence and Uniqueness  Picard Iterations  
本文献已被 CNKI 万方数据 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号