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Some stability theorems of uncertain differential equation

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Abstract

Canonical process is a type of uncertain process with stationary and independent increments which are normal uncertain variables, and uncertain differential equation is a type of differential equation driven by canonical process. This paper will give a theorem on the Lipschitz continuity of canonical process based on which this paper will also provide a sufficient condition for an uncertain differential equation being stable.

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Correspondence to Jinwu Gao.

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Yao, K., Gao, J. & Gao, Y. Some stability theorems of uncertain differential equation. Fuzzy Optim Decis Making 12, 3–13 (2013). https://doi.org/10.1007/s10700-012-9139-4

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  • DOI: https://doi.org/10.1007/s10700-012-9139-4

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