Existence and Stability of Solutions of Fuzzy Fractional Stochastic Differential Equations with Fractional Brownian Motions

Elhoussain Arhrrabi; M’hamed Elomari; Said Melliani; Lalla Saadia Chadli

doi:10.1155/2021/3948493

Advances in Fuzzy Systems (Jan 2021)

Existence and Stability of Solutions of Fuzzy Fractional Stochastic Differential Equations with Fractional Brownian Motions

Elhoussain Arhrrabi,
M’hamed Elomari,
Said Melliani,
Lalla Saadia Chadli

Affiliations

Elhoussain Arhrrabi: LMACS, Laboratory of Applied Mathematics and Scientific Calculus, Sultan Moulay Sliman University, P. O. Box 523, Beni Mellal 23000, Morocco
M’hamed Elomari: LMACS, Laboratory of Applied Mathematics and Scientific Calculus, Sultan Moulay Sliman University, P. O. Box 523, Beni Mellal 23000, Morocco
Said Melliani: LMACS, Laboratory of Applied Mathematics and Scientific Calculus, Sultan Moulay Sliman University, P. O. Box 523, Beni Mellal 23000, Morocco
Lalla Saadia Chadli: LMACS, Laboratory of Applied Mathematics and Scientific Calculus, Sultan Moulay Sliman University, P. O. Box 523, Beni Mellal 23000, Morocco

DOI: https://doi.org/10.1155/2021/3948493
Journal volume & issue: Vol. 2021

Abstract

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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.

Published in Advances in Fuzzy Systems

ISSN: 1687-7101 (Print); 1687-711X (Online)
Publisher: Wiley
Country of publisher: United Kingdom
LCC subjects: Technology: Electrical engineering. Electronics. Nuclear engineering; Science: Mathematics: Instruments and machines: Electronic computers. Computer science: Computer software
Website: https://onlinelibrary.wiley.com/journal/4713

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