Stability in p-th moment for uncertain differential equation

Article type: Research Article

Authors: Sheng, Yuhong | Wang, Chongguo

Affiliations: Department of Mathematical Sciences, Tsinghua University, China | School of Information Science and Engineering, Xinjiang University, China

Note: [] Corresponding author. Chongguo Wang, School of Information Science and Engineering, Xinjiang University, China. E-mail: wcg6808@163.com

Abstract: An canonical process is stationary independent increment uncertain process whose increments are normal uncertain variables. Uncertain differential equation is a type of differential equation driven by the canonical process. This paper will give a concept of stability in p-th moment for uncertain differential equations. A sufficient and necessary condition for linear uncertain differential equation, and a sufficient condition with general uncertain differential equation being stable in p-th moment will be given.

Keywords: Uncertainty theory, uncertain differential equation, uncertain process, stability

DOI: 10.3233/IFS-130812

Journal: Journal of Intelligent & Fuzzy Systems, vol. 26, no. 3, pp. 1263-1271, 2014