Stability of Markovian jump stochastic parabolic Itô equations with generally uncertain transition rates

• Published in: Applied mathematics and computation Vol. 337; pp. 399 - 407
• Main Authors: Zhang, Caihong, Kao, Yonggui, Kao, Binghua, Zhang, Tiezhu
• Format: Journal Article
• Language: English
• Published: Elsevier Inc 15.11.2018
• Subjects: Exponential stability; Generally uncertain transition rate; LMI; Markovian jumping parameter; Stochastic parabolic Itô equation; LMI; Generally uncertain transition rate; Exponential stability; Stochastic parabolic Itô equation; Markovian jumping parameter
• ISSN: 0096-3003; 1873-5649
• DOI: 10.1016/j.amc.2018.04.050

In this paper, the stability problem for delayed Markovian jump stochastic parabolic Ito^ equations (DMJSPIEs) subject to generally uncertain transition rates (GUTRs) is investigated via Lyapunov-Krasovskii functional and linear matrix inequality (LMI) method. In the model discussed, we suppose that only part of the transition rates of the jumping process are known, namely, some factors have been already available, some elements have been simply known with lower and upper bounds, and the rest of elements may have no useful information. Lastly, the applicability and effectiveness of the obtained results are illustrated through an example.