TY - JOUR
ID - 519
TI - Almost sure exponential stability of stochastic reaction diffusion systems with Markovian jump
JO - Bulletin of the Iranian Mathematical Society
JA - BIMS
LA - en
SN - 1017-060X
AU - Liu, Jun
AD - Department of Mathematics, Jining University
Y1 - 2014
PY - 2014
VL - 40
IS - 3
SP - 619
EP - 629
KW - Markovian jump
KW - almost sure exponential stability
KW - stochastic reaction diffusion system
KW - Ito differential formula
DO -
N2 - The stochastic reaction diffusion systems may suffer sudden shocks, in order to explain this phenomena, we use Markovian jumps to model stochastic reaction diffusion systems. In this paper, we are interested in almost sure exponential stability of stochastic reaction diffusion systems with Markovian jumps. Under some reasonable conditions, we show that the trivial solution of stochastic reaction diffusion systems with Markovian jumps is almost surely exponentially stable. An example is given to illustrate the theory.
UR - http://bims.iranjournals.ir/article_519.html
L1 - http://bims.iranjournals.ir/article_519_891f0ad28cefb412975dd1830d236797.pdf
ER -