【摘要】 提出了伊藤(Ito)型模糊随机微分方程的概念,证明了其解的存在唯一性,给出伊藤型线性模糊随机微分方程解的表达式和统计特征方程,并通过例子说明了解法。更多还原

【Abstract】 Fuzzy stochastic differential equations of the Ito-type are introduced for modelling systems with both fuzzy and random uncertainties. A theorem of existence and uniqueness on them is proved. In the case of linear equations, the explicit representations of solutions and their equations of statistical characteristics are deduced. Some examples are given for illustration.更多还原