Existence and uniqueness for solutions to fuzzy stochastic differential equations driven by local martingales under the non-Lipschitzian condition-Reference-Cited by-同舟云学术

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Existence and uniqueness for solutions to fuzzy stochastic differential equations driven by local martingales under the non-Lipschitzian condition

Published:2013-01 Issue: Volume:76 Page:202-214
ISSN:0362-546X
Container-title:Nonlinear Analysis: Theory, Methods & Applications
language:en
Short-container-title:Nonlinear Analysis: Theory, Methods & Applications

Author:

Fei Weiyin

Publisher

Elsevier BV

Subject

Applied Mathematics,Analysis

Reference40 articles.

1. Brownian Motion and Stochastic Calculus;Karatzas,1991

2. Exponential Stability of Stochastic Differential Equation;Mao,1994

3. Stochastic Differential Equations: An Introduction with Applications;Øksendal,2005

4. Stochastic Integration and Differential Equations;Protter,1992

5. Metric Spaces of Fuzzy Sets: Theory and Applications;Diamond,1994

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