Existence and uniqueness of solution for fuzzy random differential equations with non-Lipschitz coefficients

  • Authors:
  • Weiyin Fei

  • Affiliations:
  • Department of Applied Mathematics, Anhui University of Technology and Science, Wuhu, Anhui 241000, PR China and College of Information Science and Technology, Donghua University, Shanghai 200051, ...

  • Venue:
  • Information Sciences: an International Journal
  • Year:
  • 2007

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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.