Stability in p-th moment for uncertain differential equation

  • Authors:
  • Yuhong Sheng;Chongguo Wang

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

  • Venue:
  • Journal of Intelligent & Fuzzy Systems: Applications in Engineering and Technology
  • Year:
  • 2014

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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.