Approximation solutions of backward doubly fuzzy stochastic differential equations
الباحث الأول:
Hassan khaleel Ismail
الباحثين الآخرين:
Falah Hassan Sarhan
المجلة:
Journal of Kufa for Mathematics and Computer Vol.10, No.2, Aug., 2023, pp 30-37
تاريخ النشر:
None
مختصر البحث:
In this paper, we study formula for the backward doubly fuzzy stochastic differential equations (BFDSDEs), In the beginning, we study some basic concepts, definitions, and Hypotheses to obtain the numerical scheme for BFDSDE…
In this paper, we study formula for the backward doubly fuzzy stochastic differential equations (BFDSDEs), In the beginning, we study some basic concepts, definitions, and Hypotheses to obtain the numerical scheme for BFDSDEs, as our scheme depends on the partition of interval [0, T]. In our work, we prove that under Lipschitz conditions, the approximation solution for the backward fuzzy doubly stochastic differential equations converges to the exact solution by using mean square error, and prove the existence and uniqueness of approximations solutions to BFDSDEs
