Work

Forward-Backward System for Fuzzy Doubly Stochastic Differential Equations

Year: 2024

Type: article

Abstract: Our main goal in this work is to study a general class of forward-backward fuzzy double stochastic differential equations systems ( in short FBFDSDEs ) in a precise manner, not relaying the equations on the solution process only, but rather on their law. By verifying the existence and uniqueness of the solution to the forward equation of the general system FBFDSDEs as well as the backward equation under Lipschitz conditions, we prove the existence of the maximum solution of the general system FBFDSDEs under monotonic continuity conditions.

Source: Advances in Nonlinear Variational Inequalities

DOI: 10.52783/anvi.v28.3117

Author: Falah H. Sarhan

Institution: University of Kufa

Language: English

Topic: Fuzzy Systems and Optimization

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: diamond

OpenAlex ID: W4407043614

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