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

Authors:
C. Vidhya;P. Balasubramaniam
Affiliations:
-;-
Venue:
Computers & Mathematics with Applications
Year:
2010

Citing 2
Cited 0

Stability of Time-Delay Systems

Stability of Time-Delay Systems
Time-delay systems: an overview of some recent advances and open problems

Automatica (Journal of IFAC)

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Abstract

We present a new result concerning the stability of the stochastic parabolic Ito 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.