Convergence and stability properties Euler method for solving fuzzy Stochastic differential equations
| Autor: | A. Seyed Alavi Nobar |
|---|---|
| Jazyk: | angličtina |
| Rok vydání: | 2015 |
| Předmět: |
Fuzzy Stochastic differential equations
Semi-implicit Euler method Mathematical analysis MathematicsofComputing_NUMERICALANALYSIS lcsh:QA299.6-433 lcsh:Analysis Fuzzy logic Backward Euler method Euler method Stochastic partial differential equation Examples of differential equations symbols.namesake Stochastic differential equation ComputingMethodologies_SYMBOLICANDALGEBRAICMANIPULATION Generalized differentiability symbols Mathematics Numerical partial differential equations |
| Zdroj: | Journal of Fuzzy Set Valued Analysis, Vol 2015, Iss 3, Pp 194-207 (2015) |
| ISSN: | 2193-4169 |
| Popis: | In this paper we propose convergence and stability properties of Euler method for solving fuzzy stochastic differential equations under generalized differentiability concept. It is used to find the analytical solution of method for some fuzzy stochastic differential equations (FSDEs). The related theorems and properties are proved in detail and the method is illustrated by solving some examples. |
| Databáze: | OpenAIRE |
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