Stabilization and destabilization of hybrid systems of stochastic differential equations

Stochastic Differential Equations: Theory and Applications.

P. Whittle, Ludwig Arnold · Journal of the Royal Statistical Society Series A (General) · 1976 · 2.4K citations

Engineering, Mathematics, Differential Equations +11

STOCHASTIC DIFFERENTIAL EQUATIONS: THEORY AND APPLICATIONS

David Williams · Bulletin of the London Mathematical Society · 1976 · 1.1K citations

Engineering, Mathematics, Differential Equations +11

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

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