Bulletin of the Iranian Mathematical Society

Bulletin of the Iranian Mathematical Society

Almost sure exponential stability of stochastic reaction diffusion systems with Markovian jump

Document Type : Research Paper

Author
Department of Mathematics, Jining University
Abstract
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.
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  • Receive Date 17 June 2012
  • Revise Date 22 April 2013
  • Accept Date 24 April 2013