\(p\)-Moment stability of stochastic differential equations with impulsive jump and Markovian switching
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Publication:880352
DOI10.1016/j.automatica.2006.05.009zbMath1114.93092OpenAlexW1963667946MaRDI QIDQ880352
Publication date: 15 May 2007
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.automatica.2006.05.009
stochastic differential equationLyapunov functionMarkovian switching\(p\)-moment stabilityimpulsive jump
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear systems in control theory (93C10) Stochastic stability in control theory (93E15) Stochastic systems in control theory (general) (93E03) Control/observation systems governed by ordinary differential equations (93C15)
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- Robust H∞ filtering for uncertain markovian jump systems with mode-dependent time delays
- Stochastic differential equations. An introduction with applications.
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