Geodesic
Stochastic fuzzy differential equations with an application
Kybernetika, Tome 47 (2011) no. 1, pp. 123-143

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In this paper we present the existence and uniqueness of solutions to the stochastic fuzzy differential equations driven by Brownian motion. The continuous dependence on initial condition and stability properties are also established. As an example of application we use some stochastic fuzzy differential equation in a model of population dynamics.
Classification : 03E72, 60H05, 60H10, 60H30
Keywords: fuzzy random variable; fuzzy stochastic process; fuzzy stochastic Lebesgue–Aumann integral; fuzzy stochastic Itô integral; stochastic fuzzy differential equation; stochastic fuzzy integral equation 
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     title = {Stochastic fuzzy differential equations with an application},
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     pages = {123--143},
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     volume = {47},
     number = {1},
     year = {2011},
     mrnumber = {2807869},
     zbl = {1213.60102},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/KYB_2011__47_1_a9/}
}
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Malinowski, Marek T.; Michta, Mariusz. Stochastic fuzzy differential equations with an application. Kybernetika, Tome 47 (2011) no. 1, pp. 123-143. http://geodesic.mathdoc.fr/item/KYB_2011__47_1_a9/