Stability in p-th moment for multifactor uncertain differential equation

被引:3
|
作者
Ma, Weimin [1 ]
Liu, Yang [1 ]
Zhang, Xingfang [2 ]
机构
[1] Tongji Univ, Sch Econ & Management, Shanghai 200092, Peoples R China
[2] Liaocheng Univ, Sch Math Sci, Liaocheng, Peoples R China
基金
中国国家自然科学基金;
关键词
Project scheduling; uncertainty theory; uncertain differential equation; stability; uncertain process; SURE STABILITY; QUOTIENT SPACE;
D O I
10.3233/JIFS-171859
中图分类号
TP18 [人工智能理论];
学科分类号
081104 ; 0812 ; 0835 ; 1405 ;
摘要
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.
引用
收藏
页码:2467 / 2477
页数:11
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