Stability analysis of stochastic differential equations with Markovian switching
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Publication:1932738
DOI10.1016/j.sysconle.2012.08.013zbMath1255.93150OpenAlexW2054468832MaRDI QIDQ1932738
Junfeng Zhang, Fu-Bo Zhu, Zheng-zhi Han
Publication date: 21 January 2013
Published in: Systems \& Control Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.sysconle.2012.08.013
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Asymptotic stability in control theory (93D20) Identification in stochastic control theory (93E12)
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