Almost sure stability for multifactor uncertain differential equation

Article type: Research Article

Authors: Sheng, Yuhong^{a; *} | Shi, Gang^b | Cui, Qing^b

Affiliations: [a] College of Mathematical and System Sciences, Xinjiang University, Urumqi, China | [b] School of Information Science and Engineering, Xinjiang University, Urumqi, China

Correspondence: [*] Corresponding author. Yuhong Sheng, College of Mathematical and System Sciences, Xinjiang University, Urumqi 830046, China. Tel: +86 18167978160; E-mail: sheng-yh12@mails.tsinghua.edu.cn.

Abstract: In many cases, the uncertain factor influencing dynamic systems is not single. Multifactor uncertain differential equation is a type of differential equation driven by the multiple Liu processes. Some concepts of stability in measure and stability in mean for multifactor uncertain differential equations have been proposed. This paper focuses on presenting a concept of the almost sure stability of multifactor uncertain differential equation. A sufficient condition for a multifactor uncertain differential equation being almost surely stable are provided. In addition, this paper discusses some examples to illustrate the theoretical considerations.

Keywords: Uncertainty theory, multifactor uncertain differential equation, almost sure stability

DOI: 10.3233/JIFS-162024

Journal: Journal of Intelligent & Fuzzy Systems, vol. 32, no. 3, pp. 2187-2194, 2017