Stability in mean for uncertain differential equation

作者:Yao, Kai; Ke, Hua*; Sheng, Yuhong
来源:Fuzzy Optimization and Decision Making, 2015, 14(3): 365-379.
DOI:10.1007/s10700-014-9204-2

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.