Research Communication | Open Access
Volume 2021 | Communication ID 125
Volume 2021 | Communication ID 125
| Existence and uniqueness of solution to fuzzy stochastic differential equations with fractional Brownian motions |
Elhoussain Arhrrabi, Mhamed Elomari, Said Melliani, Lalla Saadia Chadli
Received |
Accepted |
Published |
January 28, 2021 |
February 15, 2021 |
March 15, 2021 |
Abstract: In this paper, we study the existence and uniqueness of so- lutions to fuzzy stochastic differential equations (FSDEs) driven by a fractional Brownian motion (fBm) with the Lipschitzian condition. The existence and uniqueness theorem of solution to FSDEs is proven un- der some assumptions. Finally, we investigate the exponential stability of solutions with respect to the equation coecients f and sigma.