صندلی اداری

STOCHASTIC DIFFERENTIAL EQUATION AND FUZZY NUMERICAL APPROXIMATION

M.M. Moghadam, M.Sh. Dahaghin

Abstract


The application of numerical solution to
stochastic differential equations is considered in [4] and [5]. It
is clear that the most real life problems are fuzzy problems. In
this paper we first introduce the concepts of fuzzy stochastic
problems and their fuzzy numerical approximations. Then a metric
$d_I:S\times S\rightarrow R$ is defined and used to show the
convergence of the method, where $S$ is the set of all closed and
bounded intervals.

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