On symmetric fuzzy stochastic Volterra integral equations with retardation
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arXiv
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| Format: | Preprint |
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2024
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| _version_ | 1866914980683579392 |
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| author | Malinowski, Marek T. |
| author_facet | Malinowski, Marek T. |
| contents | This paper contains a study on stochastic Volterra integral equations with fuzzy sets-values and involving on a constant retardation. Moreover, the form of the equation is symmetric in the sense that fuzzy stochastic integrals are placed on both sides of the equation. We show that the considered initial value problem formulated in terms of symmetric fuzzy stochastic Volterra integral equation is well-posed. In particular, we show that there exists a unique solution and this solution depends continuously on the parameters of the equation. The results are achieved with the conditions of Lipschitz continuity of drift and diffusion coefficients, and continuity of kernels |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2410_15169 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | On symmetric fuzzy stochastic Volterra integral equations with retardation Malinowski, Marek T. Probability 93E03, 93C41, 60H05, 60H10, 60H20, 60G20 This paper contains a study on stochastic Volterra integral equations with fuzzy sets-values and involving on a constant retardation. Moreover, the form of the equation is symmetric in the sense that fuzzy stochastic integrals are placed on both sides of the equation. We show that the considered initial value problem formulated in terms of symmetric fuzzy stochastic Volterra integral equation is well-posed. In particular, we show that there exists a unique solution and this solution depends continuously on the parameters of the equation. The results are achieved with the conditions of Lipschitz continuity of drift and diffusion coefficients, and continuity of kernels |
| title | On symmetric fuzzy stochastic Volterra integral equations with retardation |
| topic | Probability 93E03, 93C41, 60H05, 60H10, 60H20, 60G20 |
| url | https://arxiv.org/abs/2410.15169 |