Abstract
Liu process is an uncertain process with stationary and independent increments. Multi-dimensional uncertain differential equation is a type of differential equation driven by multi-dimensional Liu process to model a multi-dimensional dynamic system. This paper aims at proposing a definition of stability in mean for multi-dimensional uncertain differential equations. Then a stability theorem for a multi-dimensional uncertain differential equation being stable in mean is proved. Furthermore, some examples are given to show what is stable in mean.
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