p-Moment stability of stochastic differential equations with impulsive jump and Markovian switching

Controllability, stabilizability, and continuous-time Markovian jump linear quadratic control

Y. Ji, H.J. Chizeck · IEEE Transactions on Automatic Control · 1990 · 995 citations

Natural Sciences, Mathematics, Systems Engineering +17

Stability of stochastic differential equations with Markovian switching

Xuerong Mao · Stochastic Processes and their Applications · 1999 · 769 citations

Engineering, Mathematics, Dynamical Systems +11

Robust H∞ filtering for uncertain markovian jump systems with mode-dependent time delays

Shengyuan Xu, Tongwen Chen, James Lam · IEEE Transactions on Automatic Control · 2003 · 536 citations

Engineering, Systems Engineering, Process Control +15

Output feedback control of Markov jump linear systems in continuous-time

Daniela Pucci de Farias, José C. Geromel, J.B.R. do Val et al. · IEEE Transactions on Automatic Control · 2000 · 475 citations

Natural Sciences, Mathematics, Systems Engineering +17

ASYMPTOTIC METHODS IN THE THEORY OF STOCHASTIC DIFFERENTIAL EQUATIONS

David Elworthy · Bulletin of the London Mathematical Society · 1992 · 413 citations

Engineering, Mathematics, Differential Equations +11