On the stability properties by quasi-expectation of stochastic set solutions with selectors
Nguyen Dinh Phu*, Ngo Van Hoa*, Ho Vu**
* Faculty of Mathematics and Computer Science, VNU, Ho Chi Minh City, Vietnam
** Faculty of Accounting-Auditing, Hung Vuong University, Ho Chi Minh City, Vietnam
Received June 12, 2011
Accepted July 29, 2011
Communicated by Nguyen Van Minh
Abstract. In this paper, we obtain stability properties by quasi-expectation of stochastic set solutions for stochastic set differential equations under Hukuhara derivative (SSDEs) with selectors, for example using different kinds of Lyapunov like functions we have several estimates of stability criteria. | |
Keywords: | Set-valued stochastic processes; selectors; stochastic set control differential equations with selectors; quasi-expectation; stability theory. |
2010 Mathematics Subject Classification: 34G10, 47D06. |
Download Full Text: JNEEA-vol.2011-no.3-pp.57-71.pdf [247 kB]