Stability analysis of backward uncertain differential equations

Abstract

ABSTRACT Backward uncertain differential equation is a class of uncertain differential equations with a terminal value. This paper focuses on its stability analysis. At first, this paper gives the concepts of stability in measure, stability in mean and stability in pth moment for backward uncertain differential equations. In addition, some sufficient conditions in the form of theorem for backward uncertain differential equations being stable in measure, in mean and in pth moment are derived. Meanwhile, this paper further discusses the relationship between these three types of stability.