A generalization of bihari's inequality and fuzzy random differential equations with non-Lipschitz coefficients

被引：12

作者：

Fei, Weiyin ^{[1
]}

机构：

[1] Anhui Univ Technol & Sci, Dept Appl Math, Wuhu 241000, Peoples R China

来源：

INTERNATIONAL JOURNAL OF UNCERTAINTY FUZZINESS AND KNOWLEDGE-BASED SYSTEMS | 2007年 / 15卷 / 04期

基金：

高等学校博士学科点专项科研基金;

关键词：

fuzzy random variables; fuzzy random differential equation; existence and uniqueness; non-Lipschitz coefficients; generalized Bihari's inequality;

D O I：

10.1142/S0218488507004777

中图分类号：

TP18 [人工智能理论];

学科分类号：

081104 ; 0812 ; 0835 ; 1405 ;

摘要：

This paper studies a class of fuzzy random differential equations with non-Lipschitz coefficients. We first generalize the Bihari's inequality which is later applied to solving the related problem of uniqueness of the solution to fuzzy random differential equations with non-Lipschitz coefficients. The dependence of fuzzy random differential equations on initial values is also discussed. Finally, the non confluence property of the solutions to fuzzy random differential equations is investigated.

引用

页码：425 / 439

页数：15

共 50 条

[1] Existence and uniqueness of solution for fuzzy random differential equations with non-Lipschitz coefficients
Fei, Welyin
[J]. INFORMATION SCIENCES, 2007, 177 (20) : 4329 - 4337
[2] Fuzzy stochastic differential equations of decreasing fuzziness: Non-Lipschitz coefficients
Malinowski, Marek T.
[J]. JOURNAL OF INTELLIGENT & FUZZY SYSTEMS, 2016, 31 (01) : 13 - 25
[3] Non-explosion of solutions to fuzzy stochastic differential equations with non-Lipschitz coefficients
Fei, Weiyin
He, Dandan
Liu, Hongjian
[J]. PROCEEDINGS OF THE 2013 INTERNATIONAL CONFERENCE ON INFORMATION SCIENCE AND TECHNOLOGY APPLICATIONS (ICISTA-2013), 2013, 58 : 55 - 59
[4] Multivalued Stochastic Differential Equations with Non-Lipschitz Coefficients
Xu, Siyan
[J]. CHINESE ANNALS OF MATHEMATICS SERIES B, 2009, 30 (03) : 321 - 332
[5] Backward stochastic differential equations with non-Lipschitz coefficients
Wang, Ying
Huang, Zhen
[J]. STATISTICS & PROBABILITY LETTERS, 2009, 79 (12) : 1438 - 1443
[6] Regularity of solutions to differential equations with non-Lipschitz coefficients
Luo, Dejun
[J]. BULLETIN DES SCIENCES MATHEMATIQUES, 2008, 132 (04): : 257 - 271
[7] Multivalued stochastic differential equations with non-Lipschitz coefficients
Siyan Xu
[J]. Chinese Annals of Mathematics, Series B, 2009, 30 : 321 - 332
[8] A class of degenerate stochastic differential equations with non-Lipschitz coefficients
K SURESH KUMAR
[J]. Proceedings - Mathematical Sciences, 2013, 123 : 443 - 454
[9] Anticipated backward stochastic differential equations with non-Lipschitz coefficients
Zhou, Huihui
Han, Yun
Feng, Zhiguo
Yuan, Rui
[J]. JOURNAL OF MATHEMATICAL CHEMISTRY, 2021, 59 (02) : 516 - 528
[10] Anticipated backward stochastic differential equations with non-Lipschitz coefficients
Wu, Hao
Wang, Wenyuan
Ren, Jie
[J]. STATISTICS & PROBABILITY LETTERS, 2012, 82 (03) : 672 - 682

← 1 2 3 4 5 →