Uncertain differential equation plays an important role in dealing with dynamical systems with uncertainty. The uncertain factor of influencing dynamical system is not alone in many situations. Multifactor uncertain differential equation is a type of differential equation driven by multiple Liu processes. Stability analysis on uncertain differential equation is to investigate the qualitative properties, which is significant both in theory and application for uncertain differential equations. This paper focuses on the stability in p-th moment for multifactor uncertain differential equation, including the concept of stability in p-th moment, and the sufficient condition for multifactor uncertain differential equation being stable in p-th moment. The relationship between stability in p-th moment and stability in measure is also discussed. Moreover, applications in finance and population dynamics are documented.
机构:
Harbin Inst Technol, Dept Math, Harbin 150001, Peoples R ChinaHarbin Inst Technol, Dept Math, Harbin 150001, Peoples R China
Fan, Zhencheng
Song, Minghui
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机构:
Harbin Inst Technol, Dept Math, Harbin 150001, Peoples R China
Chinese Acad Sci, Inst Computat Math & Sci Engn Comp, Beijing 100080, Peoples R ChinaHarbin Inst Technol, Dept Math, Harbin 150001, Peoples R China
Song, Minghui
Liu, Mingzhu
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Harbin Inst Technol, Dept Math, Harbin 150001, Peoples R ChinaHarbin Inst Technol, Dept Math, Harbin 150001, Peoples R China
机构:
Univ Politecn Catalunya EPSEVG, Dept Matemat, Avinguda Victor Balaguer 1, Vilanova I La Geltru 08800, Catalonia, SpainUniv Politecn Catalunya EPSEVG, Dept Matemat, Avinguda Victor Balaguer 1, Vilanova I La Geltru 08800, Catalonia, Spain