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

  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},
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 
Highly Influential
This paper has highly influenced 59 other papers. REVIEW HIGHLY INFLUENTIAL CITATIONS
Highly Cited
This paper has 742 citations. REVIEW CITATIONS

From This Paper

Topics from this paper.
404 Citations
17 References
Similar Papers


Publications citing this paper.
Showing 1-10 of 404 extracted citations

743 Citations

Citations per Year
Semantic Scholar estimates that this publication has 743 citations based on the available data.

See our FAQ for additional information.


Publications referenced by this paper.
Showing 1-10 of 17 references

Comparison principle and stability criteria for stochastic differential delay equations with Markovian switching

  • J. Luo, J. Zou, Z. Hou
  • Sci. China, vol. 46, no. 1, pp. 129–138, 2003.
  • 2003
Highly Influential
5 Excerpts

H control for Markovian jumping linear systems with parametric uncertainty

  • P. Shi, E. K. Boukas
  • J. Optim. Theory Appl., vol. 95, no. 1, pp. 75–99…
  • 1997
2 Excerpts

Stability and control for linear systems with jump Markov perturbations

  • T. Morozan
  • Stoch. Anal. Appl., vol. 13, no. 1, pp. 91–110…
  • 1995
1 Excerpt

H control for linear systems with Markovian jumping parameters

  • C. E. de Souza, M. D. Fragoso
  • Control-Theory Adv. Technol., vol. 9, no. 2, pp…
  • 1993
1 Excerpt

Similar Papers

Loading similar papers…