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

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...