Stability in mean for uncertain differential equation with jumps

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摘要

An uncertain differential equation with jumps is a type of uncertain differential equation driven by Liu process and uncertain renewal process, which is used to model discontinuous systems. Up to now, the stability in measure and almost sure stability for such an equation have been studied. The above two types of stability cannot be applied to all cases, so this paper aims at presenting a concept of stability in mean for an uncertain differential equation with jumps as a supplement. Most important of all, a stability theorem is given for an uncertain differential equation with jumps being stable in mean. And some examples are proposed to show how to use the theorem to judge whether the uncertain differential equation with jumps is stable in mean.

论文关键词:Uncertain differential equation,Stability in mean,Uncertainty theory

论文评审过程:Received 7 September 2017, Revised 13 September 2018, Accepted 27 September 2018, Available online 29 October 2018, Version of Record 29 October 2018.

论文官网地址:https://doi.org/10.1016/j.amc.2018.09.068