Stability in mean for multi-dimensional uncertain differential equation

被引：18
|
作者：
Feng, Yanghe [1 ]
Yang, Xiaohu [2 ]
Cheng, Guangquan [1 ]
机构：
[1] Natl Univ Def Technol, Sci & Technol Informat Syst Engn Lab, Coll Informat Syst & Management, Changsha 410000, Hunan, Peoples R China
[2] Xian Univ Finance & Econ, Dept Stat, Xian 710061, Peoples R China
来源：
SOFT COMPUTING | 2018年 / 22卷 / 17期
关键词：
Uncertain differential equation; Stability in mean; Uncertain theory;
D O I：
10.1007/s00500-017-2659-7
中图分类号：
TP18 [人工智能理论];
学科分类号：
081104 ; 0812 ; 0835 ; 1405 ;
摘要：
Liu process is an uncertain process with stationary and independent increments. Multi-dimensional uncertain differential equation is a type of differential equation driven by multi-dimensional Liu process to model a multi-dimensional dynamic system. This paper aims at proposing a definition of stability in mean for multi-dimensional uncertain differential equations. Then a stability theorem for a multi-dimensional uncertain differential equation being stable in mean is proved. Furthermore, some examples are given to show what is stable in mean.
引用
收藏
页码：5783 / 5789
页数：7
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