Almost sure stability for uncertain differential equation with jumps |
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Authors: | Xiaoyu Ji Hua Ke |
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Affiliation: | 1.School of Business,Renmin University of China,Beijing,China;2.School of Economics and Management,Tongji University,Shanghai,China |
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Abstract: | 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. |
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