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

DOI10.1016/J.CAMWA.2010.07.029zbMath1205.60123OpenAlexW2072678620MaRDI QIDQ623121

C. Vidhya, Pagavathigounder 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)

Related Items (4)

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 ⋮ Stability analysis of Markovian jumping impulsive stochastic delayed RDCGNNs with partially known transition probabilities ⋮ Stability of Markovian jump stochastic parabolic Itô equations with generally uncertain transition rates

Cites Work

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• Linear Matrix Inequalities in System and Control Theory
• Delay-dependent stability and H ∞ control: Constant and time-varying delays
• Stability of time-delay systems

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