In this paper, we consider weak solutions to stochastic inclusions driven by a semimartingale and a martingale problem formulated for such inclusions. Using this we analyze compactness of the set of solutions. The paper extends some earlier results known for stochastic differential inclusions driven by a diffusion process.

Given a set K in a Banach space X, we define: the tangent set, and the quasi-tangent set to K at ξ ∈ K, concepts more general than the one of tangent vector introduced by Bouligand (1930) and Severi (1931). Both notions prove very suitable in the study of viability problems referring to differential inclusions. Namely, we establish several new necessary, and even necessary and sufficient condit...

In this paper, we study a new operational numerical method for hybrid fuzzy fractional differential equations by using of the hybrid functions under generalized Caputo- type fuzzy fractional derivative. Solving two examples of hybrid fuzzy fractional differential equations illustrate the method.

Fuzzy Description Logics (fuzzy DLs) have been proposed as a language to describe structured knowledge with vague concepts. In [23], a solution based on Mixed Integer Linear Programming has been proposed to deal with fuzzy DLs under Łukasiewicz semantics in which typical membership functions, such as triangular and trapezoidal functions, can be explicitly represented in the language. A major th...

In this paper, we consider First-order fuzzy differential equations with initial value conditions. The convergence, consistency and stability of difference method for approximating the solution of fuzzy differential equations involving generalized H-differentiability, are studied. Then the local truncation error is defined and sufficient conditions for convergence, consistency and stability of ...

This article investigates the existence of solutions to second-order boundary value problems (BVPs) for systems of ordinary differential inclusions. The boundary conditions may involve two or more points. Some new inequalities are presented that guarantee a priori bounds on solutions to the differential inclusion under consideration. These a priori bound results are then applied, in conjunction...

We study discrete approximations of nonconvex differential inclusions in Hilbert spaces and dynamic optimization/optimal control problems involving such differential inclusions and their discrete approximations. The underlying feature of the problems under consideration is a modified one-sided Lipschitz condition imposed on the right-hand side (i.e., on the velocity sets) of the differential in...

In this paper, the variational iteration method for solving nth-order fuzzy integro differential equations (nth-FIDE) is proposed. In fact the problem is changed to the system of ordinary fuzzy integro-differential equations and then fuzzy solution of nth-FIDE is obtained. Some examples show the efficiency of the proposed method.