Proceedings of the 2013 International Conference on Information Science and Technology Applications 2013
DOI: 10.2991/icista.2013.13
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Non-explosion of solutions to fuzzy stochastic differential equations with non-Lipschitz coefficients

Weiyin Fei1,
Dandan He2,
Hongjian Liu3

Abstract: A class of fuzzy stochastic differential equations (FSDEs) with non-Lipschitzian coefficients is discussed. We first give the preliminaries on the fuzzy stochastic differential equations. Then the non-explosion of solutions to the FSDEs is studied. Finally, the conclusion is given.

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