Stabilization of A Class of Neutral Stochastic Partial Differential Equations with Parameter Uncertainties

In this paper, the stabilization of a class of neutral stochastic partial differential systems with parameter uncertainties is discussed and some useful criteria are given for exponential stability in mean square by adopting the method of indirectly applying Ito differential formula to the constructed average Lyapunov function with respect to the spatial variables, namely, it is under the integral operator that Ito differential formula is employed based on Fubini theorem, which is far different from the usual taken measures when dealing with the stabilization of stochastic ordinary differential equations, wherein Ito differential formula are directly imposed on the constructed Lyapunov functions.