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

We present a new result concerning the stability of the stochastic parabolic Itô equation subject to homogenous white noise. Our main results state that this system is exponentially stable by means of a new Lyapunov–Krasovskii functional and a linear matrix inequality (LMI). A numerical example is e...

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Bibliographic Details
Published inComputers & mathematics with applications (1987) Vol. 60; no. 7; pp. 1959 - 1963
Main Authors Vidhya, C., Balasubramaniam, P.
Format Journal Article
LanguageEnglish
Published Elsevier Ltd 01.10.2010
Subjects
Delay
Exponential stability
Linear matrix inequality
Markovian jumping parameter
Stochastic parabolic Itô equation
Linear matrix inequality
Exponential stability
Stochastic parabolic Itô equation
Markovian jumping parameter
Delay
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Summary:We present a new result concerning the stability of the stochastic parabolic Itô equation subject to homogenous white noise. Our main results state that this system is exponentially stable by means of a new Lyapunov–Krasovskii functional and a linear matrix inequality (LMI). A numerical example is exploited to show the usefulness of the derived LMI-based stability.
ISSN:0898-1221
1873-7668
DOI:10.1016/j.camwa.2010.07.029