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LMI optimization problem of delay-dependent robust stability criteria for stochastic systems with polytopic and linear fractional uncertainties

Pagavathigounder BalasubramaniamShanmugam LakshmananRajan Rakkiyappan — 2012

International Journal of Applied Mathematics and Computer Science

This paper studies an LMI optimization problem of delay-dependent robust stability criteria for stochastic systems with polytopic and linear fractional uncertainties. The delay is assumed to be time-varying and belong to a given interval, which means that lower and upper bounds of this interval time-varying delay are available. The uncertainty under consideration includes polytopic-type uncertainty and linear fractional norm-bounded uncertainty. Based on the new Lyapunov-Krasovskii functional, some...

Existence of solutions and approximate controllability of impulsive fractional stochastic differential systems with infinite delay and Poisson jumps

The paper is motivated by the study of interesting models from economics and the natural sciences where the underlying randomness contains jumps. Stochastic differential equations with Poisson jumps have become very popular in modeling the phenomena arising in the field of financial mathematics, where the jump processes are widely used to describe the asset and commodity price dynamics. This paper addresses the issue of approximate controllability of impulsive fractional stochastic differential...

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