Stability in mean of multi-dimensional uncertain differential equation

DOI10.1016/j.amc.2019.02.008zbMath1428.34082OpenAlexW2918073233WikidataQ115361231 ScholiaQ115361231MaRDI QIDQ2010735

Yuhong Sheng, Gang Shi

Publication date: 27 November 2019

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2019.02.008

zbMATH Keywords

uncertainty theoryuncertain processstability in meanmulti-dimensional uncertain differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Fuzzy probability (60A86)

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Cites Work

• Uncertain differential equations
• Existence and uniqueness theorem for uncertain differential equations
• Uncertainty distribution and independence of uncertain processes
• Almost sure stability for uncertain differential equation
• Stability in mean for uncertain differential equation
• Multi-dimensional uncertain differential equation: existence and uniqueness of solution
• Exponential stability of uncertain differential equation
• Stability of multi-dimensional uncertain differential equation
• Some stability theorems of uncertain differential equation
• Prospect Theory: An Analysis of Decision under Risk
• Stability in p-th moment for uncertain differential equation
• On stochastic differential equations
• Stochastic integral
• Uncertainty theory

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