Journal
FUZZY OPTIMIZATION AND DECISION MAKING
Volume 13, Issue 4, Pages 463-473Publisher
SPRINGER
DOI: 10.1007/s10700-014-9188-y
Keywords
Uncertainty theory; Uncertain differential equation; Stability; Almost sure stability
Funding
- National Natural Science Foundation of China [71171003, 61203139, 71371141, 71001080]
- Natural Science Foundation of Anhui Universities Grant [KJ2013B023]
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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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