Necessary and sufficient condition for robust stability and stabilizability of continuous-time linear systems with Markovian jumps

Convergence of the Euler-Maruyama method for stochastic differential equations with Markovian switching

Mathematics and Computers in Simulation

Numerical method for stationary distribution of stochastic differential equations with Markovian switching

Journal of Computational and Applied Mathematics

Approximations of Euler-Maruyama type for stochastic differential equations with Markovian switching, under non-Lipschitz conditions

Journal of Computational and Applied Mathematics

On the Robust Stability, Stabilization, and Stability Radii of Continuous-Time Infinite Markov Jump Linear Systems

SIAM Journal on Control and Optimization

Exponential L2-L∞ filtering for distributed delay systems with Markovian jumping parameters

Signal Processing

A new perspective on the robustness of Markov jump linear systems

Automatica (Journal of IFAC)