Fuzzy stochastic differential system

Document Type : Original Article

Authors
Samira siah Mansouri 1
Esmaeil Yousefi 2
Mohammad Gholamian 3
1 University of Applied Science and Technology‎, ‎Center of Mahan Hedaiat‎, ‎Pakdasht‎, ‎Iran.
2 Department of Mathematics‎, ‎SR.C‎, ‎Islamic Azad University‎, ‎Tehran‎, ‎Iran.
3 Department of Mathematics‎, ‎WT.C‎, ‎Islamic Azad University‎, ‎Tehran‎, ‎Iran.
10.22034/maco.5.2.6
Abstract
‎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 and‎
‎uniqueness theorem for a solution of the fuzzy stochastic differential equation (FSDE) under the Lipschitz condition‎. ‎We‎
‎present 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.
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Keywords

Subjects

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Mathematical Analysis and Convex Optimization
Volume 5, Issue 2
December 2025