Approximate solutions for fuzzy stochastic differential equations with Markovian switching
The fuzzy stochastic differential equations with Markovian switching are considered. First, under the [Formula: see text] assumptions, the existence and uniqueness theorem for the aforementioned equations is given by means of stopping time techniques, discretization method, and the Gronwall-Bellman...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Taylor & Francis Group
2024-12-01
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| Series: | Applied Mathematics in Science and Engineering |
| Subjects: | |
| Online Access: | https://www.tandfonline.com/doi/10.1080/27690911.2024.2331147 |
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