Existence and uniqueness of solution for fuzzy random differential equations with non-Lipschitz coefficients |
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| Authors: | Weiyin Fei |
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| Affiliation: | Department of Applied Mathematics, Anhui University of Technology and Science, Wuhu, Anhui 241000, PR China College of Information Science and Technology, Donghua University, Shanghai 200051, PR China |
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| Abstract: | In this paper, a class of fuzzy random differential equations with non-Lipschitz coefficients is studied. The existence and uniqueness of solutions for fuzzy random differential equations with non-Lipschitz coefficients is first proved. Then the dependence of fuzzy random differential equations on initial values is discussed. Finally the non-confluence property of the solution for fuzzy random differential equation is investigated. Our main tool is the Gronwall lemma. |
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| Keywords: | Fuzzy random variables Fuzzy random differential equation Existence and uniqueness Non-Lipschitz coefficients Gronwall lemma |
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