Stability analysis of Markov switched stochastic differential equations with both stable and unstable subsystems

DOI10.1016/j.sysconle.2017.05.002zbMath1372.93215OpenAlexW2621008790MaRDI QIDQ2410476

Quanxin Zhu, Bao Wang

Publication date: 18 October 2017

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.sysconle.2017.05.002

zbMATH Keywords

multiple Lyapunov functionunstable subsystemMarkov switched stochastic differential equationstochastically asymptotically stable in the large

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Asymptotic stability in control theory (93D20) Stochastic stability in control theory (93E15)

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