Uncertain differential equation driven by uncertain process is a new mathematical tool to describe the uncertain dynamic system. In this paper, the development of uncertain differential equation is surveyed systematically. Firstly, some types of uncertain differential equations which can be solved by analytic method are listed. For the uncertain differential equation which is difficult to obtain the analytic solution, a numerical method is introduced to obtain the approximate solution. Afterward some existence and uniqueness theorems and a stability theorem are summarized in order to describe ...
