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

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