Non-explosion of solutions to fuzzy stochastic differential equations with non-Lipschitz coefficients
- 10.2991/icista.2013.13How to use a DOI?
- fuzzy stochastic differential equations; non-Lipschitzian condition; non-explosion; Bihari’s ineqaulity; support function
A class of fuzzy stochastic differential equations (FSDEs) with non-Lipschitzian coefficients is discussed. We first give the preliminaries on the fuzzy stochastic differential equations. Then the non-explosion of solutions to the FSDEs is studied. Finally, the conclusion is given.
- © 2013, the Authors. Published by Atlantis Press.
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Cite this article
TY - CONF AU - Weiyin Fei AU - Dandan He AU - Hongjian Liu PY - 2013/06 DA - 2013/06 TI - Non-explosion of solutions to fuzzy stochastic differential equations with non-Lipschitz coefficients BT - Proceedings of the 2013 International Conference on Information Science and Technology Applications (ICISTA-2013) PB - Atlantis Press SP - 55 EP - 59 SN - 1951-6851 UR - https://doi.org/10.2991/icista.2013.13 DO - 10.2991/icista.2013.13 ID - Fei2013/06 ER -