Stability in mean for uncertain differential equation

被引:0
|
作者
Kai Yao
Hua Ke
Yuhong Sheng
机构
[1] University of Chinese Academy of Sciences,School of Management
[2] Tongji University,School of Economics and Management
[3] Tsinghua University,Department of Mathematical Sciences
来源
关键词
Uncertainty theory; Uncertain differential equation ; Stability;
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学科分类号
摘要
Canonical process is an uncertain process with stationary and independent normal increments, and the uncertain differential equation is a differential equation driven by canonical process. So far, the concept of stability in measure for uncertain differential equations has been proposed. This paper presents a concept of stability in mean for uncertain differential equations, and it gives a sufficient condition for an uncertain differential equation being stable in mean. In addition, it discusses the relationship between stability in mean and stability in measure.
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页码:365 / 379
页数:14
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