On the stability of the stochastic parabolic It equation with delay and Markovian jump
We present a new result concerning the stability of the stochastic parabolic It equation subject to homogenous white noise. Our main results state that this system is exponentially stable by means of a new LyapunovKrasovskii functional and a linear matrix inequality (LMI). A numerical example is exploited to show the usefulness of the derived LMI-based stability.
stochastic parabolic it equation delay linear matrix inequality exponential stability markovian jumping parameter