Аннотация: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
Издательство:Institute of Electrical and Electronics Engineers
Источник:IEEE Transactions on Automatic Control
Ключевые слова:Stability and Control of Uncertain Systems, Stability and Controllability of Differential Equations, Stochastic processes and financial applications
