Some stability theorems of uncertain differential equation

被引:176
作者
Yao, Kai [1 ]
Gao, Jinwu [2 ]
Gao, Yuan [1 ]
机构
[1] Tsinghua Univ, Dept Math Sci, Beijing 100084, Peoples R China
[2] Renmin Univ China, Sch Informat, Beijing 100872, Peoples R China
基金
中国国家自然科学基金;
关键词
Uncertainty theory; Uncertain differential equation; Canonical process; Stability;
D O I
10.1007/s10700-012-9139-4
中图分类号
TP18 [人工智能理论];
学科分类号
081104 ; 0812 ; 0835 ; 1405 ;
摘要
Canonical process is a type of uncertain process with stationary and independent increments which are normal uncertain variables, and uncertain differential equation is a type of differential equation driven by canonical process. This paper will give a theorem on the Lipschitz continuity of canonical process based on which this paper will also provide a sufficient condition for an uncertain differential equation being stable.
引用
收藏
页码:3 / 13
页数:11
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