Non-explosion of solutions to fuzzy stochastic differential equations with non-Lipschitz coefficients

DOI

10.2991/icista.2013.13How to use a DOI?

Keywords

fuzzy stochastic differential equations; non-Lipschitzian condition; non-explosion; Bihari’s ineqaulity; support function

Abstract

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.

Copyright

© 2013, the Authors. Published by Atlantis Press.

Open Access

This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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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  -