Stability in p-th moment for uncertain differential equation

被引:67
作者
Shenga, Yuhong [1 ]
Wang, Chongguo [2 ]
机构
[1] Tsinghua Univ, Dept Math Sci, Beijing, Peoples R China
[2] Xinjiang Univ, Sch Informat Sci & Engn, Tianshan, Peoples R China
基金
中国国家自然科学基金;
关键词
Uncertainty theory; uncertain differential equation; uncertain process; stability;
D O I
10.3233/IFS-130812
中图分类号
TP18 [人工智能理论];
学科分类号
081104 ; 0812 ; 0835 ; 1405 ;
摘要
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.
引用
收藏
页码:1263 / 1271
页数:9
相关论文
共 23 条
[1]  
[Anonymous], 2008, UNCERTAINTY THEORY
[2]  
[Anonymous], 2009, THEORY PRACTICE UNCE
[3]  
[Anonymous], 2012, J UNCERTAIN SYST
[4]   Existence and uniqueness theorem for uncertain differential equations [J].
Chen, X. ;
Liu, B. .
FUZZY OPTIMIZATION AND DECISION MAKING, 2010, 9 (01) :69-81
[5]  
Chen X., J UNCERTAIN IN PRESS
[6]  
Chen X., 2011, Int. J. Oper. Res., V8, P32
[7]  
Gao Y, 2012, J Uncertain Syst, V6, P223
[8]  
Liu B, 2010, J Uncertain Syst, V4, P163
[9]  
Liu B., 2011, Uncertainty Theory: A Branch of Mathematics for Modeling Human Uncertainty
[10]  
Liu B., 2009, J. Uncertain Syst., V3, P3