
Uncorrected Author Proof
Journal of Intelligent & Fuzzy Systems xx (20xx) x–xx
DOI:10.3233/JIFS-182877
IOS Press
1
Stability in uncertain distribution for
backward uncertain differential equation
1
2
Gang Shi and Yuhong Sheng3
a
School of Information Science and Engineering, Xinjiang University, Urumqi, China4
b
College of Mathematical and System Sciences, Xinjiang University, Urumqi, China5
Abstract. Backward uncertain differential equation is a specical type of differential equation driven by a Liu process. There
are some concepts of stability such as stability in measure, stability in mean, stability in p-th moment, stability moment
exponential and almost sure stability of backward uncertain differential equations have been proposed. As a supplement,
this paper gives a concept of stability in uncertain distribution of backward uncertain differential equation. Some sufficient
conditions for a backward uncertain differential equation being stable in uncertain distribution are provided. In addition, this
paper further discusses their relationships among stability in uncertain distribution, stability in uncertain measure, stability
in mean and stability in p-th moment. Last, this paper discusses some examples to illustrate the theoretical considerations.
6
7
8
9
10
11
12
Keywords: Uncertain distribution, uncertain process, backward uncertain differential equation, stability in distribution13
1. Introduction14
It is well known that a premise of applying
15
probability theory is that the obtained probability
16
distribution is close enough to the actual frequency.17
However, many times we can not get data to estimate18
the probability distribution. Under such circum-19
stances, we have to rely on some domain experts to20
evaluate belief degree that the events will happen.
21
For deal with the expert belief degrees, in 2007, Liu
22
[5] introduced an uncertainty theory and perfected it
23
[7] in 2009. In order to describe the evolution of an24
uncertain phenomenon, Liu [6] proposed an uncer-
25
tain process, that is, it is an uncertain variable at26
each time or space. Furthermore, in order to deal27
with white noise, Liu [7] presented a Liu process
28
which its sample paths are Lipschitz continuous, a
∗
Corresponding author. Yuhong Sheng, College of Mathemat-
ical and System Sciences, Xinjiang University, Urumqi 830046,
China. Tel.: +86 18167978160; E-mail: sheng-yh12@mails.
tsinghua.edu.cn.
stationary and independent increment process whose 29
increments are normal uncertain variables. Mean- 30
while, Liu [7] founded uncertain calculus to deal
31
with the differential and integral of an uncertain pro-
32
cess. For further exploration on the development and
33
applications of uncertain differential and integral, the 34
interested readers may consult the literature such as
35
Chen and Ralescu [2] and Liu and Yao [9]. 36
Liu [6] first presented a type of uncertain differen-
37
tial equation driven by Liu process in 2008. Chen and 38
Liu [1] first proved existence and uniqueness theo- 39
rem of solution about uncertain differential equations 40
under linear growth condition and Lipschitz contin- 41
uous condition. Gao [3] verified this theorem under 42
local linear growth condition and local Lipschitz con- 43
tinuous condition. Stability of uncertain differential
44
equation is an imporment issue. Some scholars have
45
researched several types stability. Such as the concept
46
of stability in measure of uncertain differential equa-
47
tion was presented by Liu [7]. Stability in mean was 48
discussed by Yao et al [17], stability in p-th moment 49
and exponential stability were considered by Sheng 50
and Wang [11] and Sheng and Gao [12]. Almost 51
1064-1246/19/$35.00 © 2019 – IOS Press and the authors. All rights reserved