p-Moment stability of stochastic differential equations with jumps

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

Stability of a Random Diffusion with Linear Drift

Gopal K. Basak, Arnab Bisi, Mrinal K. Ghosh · Journal of Mathematical Analysis and Applications · 1996 · 213 citations

Engineering, Mathematics, Dynamical Systems +12