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Stability in distribution for multifactor uncertain differential equation

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Abstract

Multifactor uncertain differential equation driven by multiple Liu processes is a type of uncertain differential equations. In this paper, a concept of stability in distribution for multifactor uncertain differential equation is introduced, and a sufficient condition for a multifactor uncertain differential equation being stable in distribution is proved. The relationships among stability in distribution, stability in measure, and stability in mean for multifactor uncertain differential equation are also discussed. Moreover, some examples are given to illustrate the stability in distribution.

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Acknowledgements

This work was supported by the Natural Science Foundation of China (No. 11626234), the Higher Educational Science and Technology Program Foundation of Shandong Province (No. J13LI10), and the Foundation of Liaocheng University (No. 318011303).

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Correspondence to Liying Liu.

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Ma, W., Liu, L., Gao, R. et al. Stability in distribution for multifactor uncertain differential equation. J Ambient Intell Human Comput 8, 707–716 (2017). https://doi.org/10.1007/s12652-017-0517-1

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  • DOI: https://doi.org/10.1007/s12652-017-0517-1

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