Stochastic Stability Criteria for Neutral Distributed Parameter Systems with Markovian Jump
Stochastic Stability Criteria for Neutral Distributed Parameter Systems with Markovian Jump
About this item
Full title
Author / Creator
Publisher
Cairo, Egypt: Hindawi Publishing Corporation
Journal title
Language
English
Formats
Publication information
Publisher
Cairo, Egypt: Hindawi Publishing Corporation
Subjects
More information
Scope and Contents
Contents
This paper deals with the problem of stochastic stability for a class of neutral distributed parameter systems with Markovian jump. In this model, we only need to know the absolute maximum of the state transition probability on the principal diagonal line; other transition rates can be completely unknown. Based on calculating the weak infinitesimal...
Alternative Titles
Full title
Stochastic Stability Criteria for Neutral Distributed Parameter Systems with Markovian Jump
Authors, Artists and Contributors
Author / Creator
Identifiers
Primary Identifiers
Record Identifier
TN_cdi_doaj_primary_oai_doaj_org_article_2d8831e5ea0c42138bb9e64f8e52df0f
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_doaj_primary_oai_doaj_org_article_2d8831e5ea0c42138bb9e64f8e52df0f
Other Identifiers
ISSN
1076-2787
E-ISSN
1099-0526
DOI
10.1155/2020/9450786