On the stability of the stochastic parabolic Itô equation with delay and Markovian jump

DOI10.1016/J.CAMWA.2010.07.029MaRDI QIDQ623121zbMATH OpenOpenAlexFDO

Authors C. Vidhya, P. Balasubramaniam

Publication date 13 February 2011

Published in Computers & Mathematics with Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.camwa.2010.07.029

zbMATH Keywords

delayexponential stabilitylinear matrix inequalityMarkovian jumping parameterstochastic parabolic itô equation

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

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Cites work

• scientific article; zbMATH DE number 1252483 (Why is no real title available?)
• Almost sure exponential stability of stochastic reaction diffusion systems
• Asymptotic stability of impulsive stochastic partial differential equations with infinite delays
• Asymptotic stability of nonlinear impulsive stochastic differential equations
• Delay effects on stability. A robust control approach
• Delay-dependent stability and H ∞ control: Constant and time-varying delays
• Linear Matrix Inequalities in System and Control Theory
• Stability in abstract functional differential equations. I: General theorems
• Stability in abstract functional differential equations. II: Applications
• Stability of time-delay systems
• Stochastic exponential stability of the delayed reaction-diffusion recurrent neural networks with Markovian jumping parameters
• Time-delay systems: an overview of some recent advances and open problems.

Cited in

(8)

• Stochastic hybrid parabolic systems under jump Markovian perturbations. I: Convergence and stability via Lyapunov functionals
• Stability of Markovian jump stochastic parabolic Itô equations with generally uncertain transition rates
• Stability of stochastic delay equations of Itô form with jumps and Markovian switchings, and their applications in finance
• Stability analysis of Markovian jumping impulsive stochastic delayed RDCGNNs with partially known transition probabilities
• Stability in mean of partial variables for stochastic reaction-diffusion systems with Markovian switching
• Comparison principle and stability analysis of a class of stochastic parabolic equations with delay and Markovian switching
• Stability of stochastic reaction-diffusion systems with Markovian switching and impulsive perturbations
• Stability and Convergence Results for Itô-Type Parabolic Partial Differential Equations in Hilbert Spaces

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