Almost sure stability for uncertain differential equation with jumps

Uncertain differential equation with jumps, as a crucial tool to deal with a discontinuous uncertain system, is a type of differential equation driven by both canonical Liu process and uncertain renewal process. So far, a concept of stability in measure for an uncertain differential equation with jumps has been proposed. As a supplement, this paper proposes a concept of almost sure stability for an uncertain differential equation with jumps. A sufficient condition is derived for an uncertain differential equation with jumps being stable almost surely. As a corollary, a sufficient condition is also given for a linear uncertain differential equation with jumps being stable almost surely. Keywords Uncertain differential equation · Stability · Almost sure stability · Uncertainty theory

• Type: Journal
• Year: 2016
• Where: SOCO
• Authors: Xiaoyu Ji, Hua Ke
• Keywords: SOCO 2016, Software Engineering