Stability in p-th moment for uncertain differential equation

摘要

An canonical process is stationary independent increment uncertain process whose increments are normal uncertain variables. Uncertain differential equation is a type of differential equation driven by the canonical process. This paper will give a concept of stability in p-th moment for uncertain differential equations. A sufficient and necessary condition for linear uncertain differential equation, and a sufficient condition with general uncertain differential equation being stable in p-th moment will be given.