Stochastic stability of Ito differential equations with semi-Markovian jump parameters

@article{Hou2006StochasticSO,
  title={Stochastic stability of Ito differential equations with semi-Markovian jump parameters},
  author={Zhenting Hou and Jiaowan Luo and Peng Shi and Sing Kiong Nguang},
  journal={IEEE Transactions on Automatic Control},
  year={2006},
  volume={51},
  pages={1383-1387}
}
In this note, the problem of stochastic stability for linear systems with jump parameters being semi-Markovian rather than full Markovian is further investigated. In particular, the system under consideration is described by Ito type nonlinear stochastic differential equations with phase type semi-Markovian jump parameters. Stochastic stability conditions are presented 
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