Maximal Solution of Forward-Backward System for Fuzzy Stochastic Differential Equations

Abstract

The main goal of this work is to propose a model of forward and backward stochastic differential equations in a fuzzy manner while introducing a set of working assumptions. Then we prove the existence and uniqueness of the solution for the forward and backward forms. We also discussed in detail the maximum solution of the proposed model under the same assumptions.

MSC2020-Mathematics Subject Classification System: 65Cxx.