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

DOI10.1016/J.CAMWA.2010.07.029zbMATH Open1205.60123OpenAlexW2072678620MaRDI QIDQ623121FDOQ623121

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

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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)

Cites Work

• Linear Matrix Inequalities in System and Control Theory
• Delay effects on stability. A robust control approach
• Time-delay systems: an overview of some recent advances and open problems.
• Stability of time-delay systems
• Asymptotic stability of nonlinear impulsive stochastic differential equations
• Asymptotic stability of impulsive stochastic partial differential equations with infinite delays
• Title not available (Why is that?)
• Stochastic exponential stability of the delayed reaction-diffusion recurrent neural networks with Markovian jumping parameters
• Delay-dependent stability and H ∞ control: Constant and time-varying delays
• Almost sure exponential stability of stochastic reaction diffusion systems
• Stability in abstract functional differential equations. II: Applications
• Stability in abstract functional differential equations. I: General theorems

Cited In (5)

• 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
• Stability of stochastic reaction-diffusion systems with Markovian switching and impulsive perturbations

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