Title
Stability in p-th moment for multifactor uncertain differential equation.
Abstract
Uncertain differential equation plays an important role in dealing with dynamical systems with uncertainty. The uncertain factor of influencing dynamical system is not alone in many situations. Multifactor uncertain differential equation is a type of differential equation driven by multiple Liu processes. Stability analysis on uncertain differential equation is to investigate the qualitative properties, which is significant both in theory and application for uncertain differential equations. This paper focuses on the stability in p-th moment for multifactor uncertain differential equation, including the concept of stability in p-th moment, and the sufficient condition for multifactor uncertain differential equation being stable in p-th moment. The relationship between stability in p-th moment and stability in measure is also discussed. Moreover, applications in finance and population dynamics are documented.
Year
DOI
Venue
2018
10.3233/JIFS-171859
JOURNAL OF INTELLIGENT & FUZZY SYSTEMS
Keywords
Field
DocType
Project scheduling,uncertainty theory,uncertain differential equation,stability,uncertain process
Differential equation,Discrete mathematics,Applied mathematics,Mathematics
Journal
Volume
Issue
ISSN
34
4
1064-1246
Citations 
PageRank 
References 
0
0.34
21
Authors
3
Name
Order
Citations
PageRank
Weimin Ma142726.76
Yang Liu200.34
Xingfang Zhang3305.21