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 in:Computers & mathematics with applications (1987) 2010-10, Vol.60 (7), p.1959-1963
Main Authors: Vidhya, C., Balasubramaniam, P.
Format: Article
Language:English
Subjects:
Delay
Exponential stability
Linear matrix inequality
Markovian jumping parameter
Stochastic parabolic Itô equation
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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