Stochastic Stability of Ito Differential Equations With Semi-Markovian Jump Parameters
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Hou, Zhenting, Luo, Jiaowan, Shi, Peng and Nguang, Sing Kiong (2006) Stochastic Stability of Ito Differential Equations With Semi-Markovian Jump Parameters. IEEE Transactions on Automatic Control, 51 (8). pp. 1383-1387. ISSN 0018-9286
Abstract
In this note, the problem of stochastic stability for linear systems with jump parameters being semi-Markovian rather than full Markovian is further investigated. In particular, the system under consideration is described by Ito type nonlinear stochastic differential equations with phase type semi-Markovian jump parameters. Stochastic stability conditions are presented
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| Item type | Article |
| URI | https://vuir.vu.edu.au/id/eprint/2998 |
| DOI | 10.1109/TAC.2006.878746 |
| Official URL | http://ieeexplore.ieee.org/stamp/stamp.jsp?tp=&arn... |
| Subjects | Historical > FOR Classification > 0906 Electrical and Electronic Engineering Historical > Faculty/School/Research Centre/Department > Institute for Logistics and Supply Chain Management (ILSCM) Historical > FOR Classification > 0199 Other Mathematical Sciences Information Systems |
| Keywords | ResPubID18819, stochastic differential equations, semi-Markovian jump parameters, stochastic stability |
| Citations in Scopus | 156 - View on Scopus |
| Download/View statistics | View download statistics for this item |
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