scholarly journals Random Fuzzy Differential Equations with Impulses

Complexity ◽  
2017 ◽  
Vol 2017 ◽  
pp. 1-11 ◽  
Author(s):  
Ho Vu
Keyword(s):  
Differential Equations ◽  
Existence And Uniqueness ◽  
Successive Approximations ◽  
Method Of Successive Approximations ◽  
Uniqueness Of Solutions ◽  
Picard Method

We consider the random fuzzy differential equations (RFDEs) with impulses. Using Picard method of successive approximations, we shall prove the existence and uniqueness of solutions to RFDEs with impulses under suitable conditions. Some of the properties of solution of RFDEs with impulses are studied. Finally, an example is presented to illustrate the results.

scholarly journals Fuzzy Volterra integral equations with in-finite delay

2009 ◽  
Vol 40 (1) ◽  
pp. 19-29 ◽  
Author(s):  
P. Prakash ◽  
V. Kalaiselvi
Keyword(s):  
Integral Equations ◽  
Existence And Uniqueness ◽  
Infinite Delay ◽  
Volterra Integral Equations ◽  
Successive Approximations ◽  
Method Of Successive Approximations ◽  
Uniqueness Of Solutions ◽  
Finite Delay

In this paper, we study the existence and uniqueness of solutions for a class of fuzzy Volterra integral equations with infinite delay by using the method of successive approximations.

SUCCESSIVE APPROXIMATIONS OF INFINITE DIMENSIONAL SDES WITH JUMP

2005 ◽  
Vol 05 (04) ◽  
pp. 609-619 ◽  
Author(s):  
GUILAN CAO ◽  
KAI HE ◽  
XICHENG ZHANG
Keyword(s):  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Successive Approximation ◽  
Existence And Uniqueness ◽  
Successive Approximations ◽  
Uniqueness Of Solutions ◽  
Infinite Dimensional

In this paper, we study the existence and uniqueness of solutions to non-Markovian stochastic differential equations with jump and non-Lipschitz coefficients in infinite dimensional spaces by successive approximation.

scholarly journals Prevalence of backward stochastic differential equations with unique solution

2004 ◽  
Vol 2004 (2) ◽  
pp. 123-136
Author(s):  
K. Bahlali ◽  
B. Mezerdi ◽  
Y. Ouknine
Keyword(s):  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Existence And Uniqueness ◽  
Continuous Dependence ◽  
Baire Category ◽  
Backward Stochastic Differential Equations ◽  
Successive Approximations ◽  
Uniqueness Of Solutions ◽  
Almost All ◽  
Continuous Dependence Of Solutions

We prove that in the sense of Baire category, almost all backward stochastic differential equations (BSDEs) with bounded and continuous coefficient have the properties of existence and uniqueness of solutions as well as the continuous dependence of solutions on the coefficient and the L2-convergence of their associated successive approximations.

scholarly journals RETRACTED ARTICLE: Existence and uniqueness of solutions for the Schrödinger integrable boundary value problem

2018 ◽  
Vol 2018 (1) ◽  
Author(s):  
Jianjie Wang ◽  
Ali Mai ◽  
Hong Wang
Keyword(s):  
Fixed Point ◽  
Fixed Point Theorem ◽  
Differential Equations ◽  
Boundary Value Problem ◽  
Point Theorem ◽  
Existence And Uniqueness ◽  
Boundary Value ◽  
Uniqueness Of Solutions ◽  
Linear Maps ◽  
Retracted Article

Abstract This paper is mainly devoted to the study of one kind of nonlinear Schrödinger differential equations. Under the integrable boundary value condition, the existence and uniqueness of the solutions of this equation are discussed by using new Riesz representations of linear maps and the Schrödinger fixed point theorem.

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