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Stability in mean for uncertain differential equation. (English) Zbl 1463.93250
Summary: Canonical process is an uncertain process with stationary and independent normal increments, and the uncertain differential equation is a differential equation driven by canonical process. So far, the concept of stability in measure for uncertain differential equations has been proposed. This paper presents a concept of stability in mean for uncertain differential equations, and it gives a sufficient condition for an uncertain differential equation being stable in mean. In addition, it discusses the relationship between stability in mean and stability in measure.

93E15 Stochastic stability in control theory
93C41 Control/observation systems with incomplete information
34D20 Stability of solutions to ordinary differential equations
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