Existence and Stability of Solutions of Fuzzy Fractional Stochastic Differential Equations with Fractional Brownian Motions.
Elhoussain ArhrrabiM'hamed ElomariSaid MellianiLalla Saadia ChadliPublished in: Adv. Fuzzy Syst. (2021)
Keyphrases
- stochastic differential equations
- brownian motion
- fractional brownian motion
- maximum a posteriori estimation
- differential equations
- optimal control
- non stationary
- stochastic process
- long range
- diffusion process
- stochastic processes
- heavy traffic
- additive gaussian noise
- vector valued
- poisson process
- closed form solutions
- fractal dimension
- stochastic model
- mathematical model
- asymptotically optimal
- objective function
- random fields
- special case