Abstract
Uncertain differential equation is a type of differential equation driven by Liu process. So far, concepts of stability and stability in mean for uncertain differential equations have been proposed. This paper aims at providing a concept of almost sure stability for uncertain differential equation. A sufficient condition is given for an uncertain differential equation being almost surely stable, and some examples are given to illustrate the effectiveness of the sufficient condition.
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Acknowledgments
This work was supported by the National Natural Science Foundation of China Grants No.71171003, No.61203139, No.71371141, and No.71001080, and the Natural Science Foundation of Anhui Universities Grant No.KJ2013B023.
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Liu, H., Ke, H. & Fei, W. Almost sure stability for uncertain differential equation. Fuzzy Optim Decis Making 13, 463–473 (2014). https://doi.org/10.1007/s10700-014-9188-y
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DOI: https://doi.org/10.1007/s10700-014-9188-y