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Stability in the First Approximation of Random-Structure Diffusion Systems with Aftereffect and External Markov Switchings

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Abstract

The second Lyapunov–Krasovskii method is used to derive the sufficient conditions for the stability and global asymptotic stability in different interpretations for the Ito random-structure stochastic diffusion dynamic system with finite aftereffect with Markov switchings.

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Correspondence to V. K. Yasinsky.

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Translated from Kibernetika i Sistemnyi Analiz, No. 2, March–April, 2014, pp. 99–111.

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Yasinsky, V.K. Stability in the First Approximation of Random-Structure Diffusion Systems with Aftereffect and External Markov Switchings. Cybern Syst Anal 50, 248–259 (2014). https://doi.org/10.1007/s10559-014-9612-x

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