Existence and Stability of Solutions of Fuzzy Fractional Stochastic Differential Equations with Fractional Brownian Motions
Author(s) -
Elhoussain Arhrrabi,
M’hamed Elomari,
Saïd Melliani,
Lalla Saâdia Chadli
Publication year - 2021
Publication title -
advances in fuzzy systems
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.38
H-Index - 19
eISSN - 1687-711X
pISSN - 1687-7101
DOI - 10.1155/2021/3948493
Subject(s) - fractional brownian motion , uniqueness , mathematics , stability (learning theory) , exponential stability , stochastic differential equation , brownian motion , mathematical analysis , exponential function , differential equation , physics , nonlinear system , computer science , statistics , quantum mechanics , machine learning
The existence, uniqueness, and stability of solutions to fuzzy fractional stochastic differential equations (FFSDEs) driven by a fractional Brownian motion (fBm) with the Lipschitzian condition are investigated. Finally, we investigate the exponential stability of solutions.
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