Almost sure stability for uncertain differential equation |
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| Authors: | Hongjian Liu Hua Ke Weiyin Fei |
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| Institution: | 1. School of Mathematics and Physics, Anhui Polytechnic University, Wuhu, 241000, China
2. School of Economics and Management, Tongji University, Shanghai, 200092, China
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| Abstract: | Uncertain differential equation is a type of differential equation driven by Liu process. So far, concepts of stability and stability in mean for uncertain differential equations have been proposed. This paper aims at providing a concept of almost sure stability for uncertain differential equation. A sufficient condition is given for an uncertain differential equation being almost surely stable, and some examples are given to illustrate the effectiveness of the sufficient condition. |
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