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Article type: Research Article
Authors: Wang, Xiao; * | Ning, Yufu
Affiliations: School of Information Engineering, Shandong Youth University of Political Science, Jinan 250103, China
Correspondence: [*] Corresponding author. Xiao Wang, School of Information Engineering, Shandong Youth University of Political Science, Jinan 250103, China. Tel.: +86 0531 58997390; E-mail: wangxiao@sdyu.edu.cn.
Abstract: Driven by a Liu process, backward uncertain differential equation is a type of differential equations with given final value. So far, the concepts of stability in measure, stability in mean and stability in pth moment for backward uncertain differential equations have been proposed. As a supplement, this paper is concerned with two other kinds of stability of backward uncertain differential equations, and proposes the concepts of almost sure stability and pth moment exponential stability. In addition, some sufficient conditions for backward uncertain differential equations being stable almost surely or pth moment exponentially are derived.
Keywords: Backward uncertain differential equation, almost sure stability, pth moment exponential stability, uncertain variable, uncertain process
DOI: 10.3233/JIFS-17319
Journal: Journal of Intelligent & Fuzzy Systems, vol. 33, no. 3, pp. 1413-1422, 2017
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