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Abstract

Multifactor uncertain differential equation is a type of differential equation driven by the multiple Liu processes. Stability of a multifactor uncertain differential equation plays a very important role in differential equation which means insensitivity of the state of a system to small changes in the initial state. This paper presents a concept of the p-th moment stability of multifactor uncertain differential equation. Some stability theorems for the solution of multifactor uncertain differential equation are given, in which some sufficient conditions for a multifactor uncertain differential equation being stable in p-th moment and a sufficient and necessary condition for a linear multifactor uncertain differential equation being stable in p-th moment are provided. In addition, this paper discusses the relationships among stability in p-th moment, stability in measure and stability in mean.

Keywords

Uncertainty theory multifactor uncertain differential equation moment stability

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Stability in p -th moment for multifactor uncertain differential equation

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