References
- Adomian, G. (1986), Nonlinear Stochastic Operator Equations, New York: Academic Press.
- Adomian, G. (1993), Stochastic Systems, New York: Academic Press.
- Basak, G., Bisi, A., and Ghosh, M. (1997), ‘Stability of a Random Diffusion with Linear Drift’, Journal of Mathematical Analysis and Applications, 202, 604–622.
- Cong, S., and Zou, Y. (2010), ‘A New Delay-dependent Exponential Stability Criterion for It Stochastic Systems With Markovian Switching and Time-varying Delay’, International Journal of Systems Science, 41, 1493–1500.
- Feng, X., Loparo, K.A., Ji, Y., and Chizeck, H.J. (1992), ‘Stochastic Stability Properties of Jump Linear Systems’, IEEE Transactions on Automatic Control, 31, 38–53.
- Hale, J., and Lunel, S.M. (1993), Introduction to Functional Differential Equations, New York: Springer-Verlag.
- Han, Q. (2005), ‘A New Delay-dependent Stability Criterion for Linear Neutral Systems with Norm-bounded Uncertainties in All Systems Matrices’, International Journal of Systems Science, 36, 469–475.
- Han, S. (2012), ‘Risk Sensitive FIR for Stochastic Discrete-Time State Models’, International Journal of Innovative Computing, Information and Control, 8, 1–12.
- Hu, Y., Wu, F., and Huang, C. (2012), ‘Stochastic Stability of a Class of Unbounded Delay Neutral Stochastic Differential Equations with General Decay Rate’, International Journal of Systems Science, 43, 308–318.
- Janković, S., Randjelović, J., and Jovanović, M. (2009), ‘Razumikhin-type Exponential Stability criteria of Neutral Stochastic Functional Differential Equations’, Journal of Mathematical Analysis and Applications, 355, 811–820.
- Ji, Y., and Chizeck, H.J. (1990), ‘Controllability, Stabilizability and Continuous-time Markovian Jump Linear Quadratic Control’, IEEE Transactions on Automatic Control, 35, 777–788.
- Kolmanovskii, V.B., Koroleva, N., Maizenberg, T., Mao, X., and Matasov, A. (2003), ‘Neutral Stochastic Differential Delay Equations with Markovian Switching’, Stochastic Analysis and Applications, 21, 819–847.
- Kolmanovskii, V.B., and Nosov, V.R. (1981), Stability and Periodic Modes of Control Systems With After Effect, Moscow: Nauka.
- Li, X., and Mao, X. (2012), ‘A Note on Almost Sure Asymptotic Stability of Neutral Stochastic Delay Differential Equations with Markovian Switching’, Automatica, 48, 2329–2334.
- Luo, J. (2007), ‘Fixed Points and Stability of Neutral Stochastic Delay Differential Equations’, Journal of Mathematical Analysis and Applications, 334, 431–440.
- Mao, X. (1994), Exponential Stability of Stochastic Differential Equations, New York: Dekker.
- Mao, X. (1997), ‘Razumikhin-Type Theorems on Exponential Stability of Neutral Stochastic Functional Differential Equations’, SIAM Journal on Mathematical Analysis, 28, 389–401.
- Mao, X. (2007), Stochastic Differential Equations and Applications (2nd ed.), Chichester: Horwood.
- Mao, X., Shen, Y., and Yuan, C. (2008), ‘Almost Surely Asymptotic Stability of Neutral Stochastic Differential Delay Equations with Markovian Switching’, Stochastic Processes and their Applications, 118, 1385–1406.
- Mao, X., and Yuan, C. (2006), Stochastic Differential Equations with Markovian Switching, Imperial College Press.
- Marition, M. (1990). Jump Linear Systems in Automatic Control, New York: Dekker.
- Ohtagaki, H. (2012), ‘Special Issue on Recent Advances in Stochastic Systems Theory and Its Applications’, International Journal of Innovative Computing, Information and Control, 8, 2181–2181.
- Shaikhet, L.E. (2002), ‘Numerical Simulation and Stability of Stochastic Systems with Markovian Switching’, Neural, Parallel & Scientific Computations, 10, 199–208.
- Shen, Y., and Wang, J. (2009), ‘Almost Sure Exponential Stability of Recurrent Neural Networks with Markovian Switching’, IEEE Transactions on Neural Networks, 20, 840–855.
- Wang, Z., Liu, Y., Li, Y., and Liu, X. (2006), ‘Exponential Stability of Delayed Recurrent Neural Networks with Markovian Jumping Parameters’, Physics Letters A, 356, 346–352.
- Won, S., and Park, J.H. (2001), ‘A Note on the Stability Analysis of Neutral Systems with Multiple Time-delays’, International Journal of Systems Science, 32, 409–412.
- Wu, L., Shi, P., and Gao, H. (2010), ‘Estimation and Sliding-Mode Control of Markovian Jump Singular Systems, IEEE Transactions on Automatic Control, 55, 1213–1291.
- Xu, S., Lam, J., and Yang, C. (2012), ‘Robust Stability Analysis and Stabilization for Uncertain Linear Neutral Delay Systems’, International Journal of Systems Science, 33, 1195–1206.
- Yang, R., Gao, H., and Shi, P. (2009), ‘Novel Robust Stability Criteria for Stochastic Hopfield Neural Networks with Time Delays’, IEEE Transactions on Systems, Man, and Cybernetics, Part B: Cybernetics, 39, 467–474.
- Yang, R., Zhang, Z., and Shi, P. (2010), ‘Exponential Stability on Stochastic Neural Networks with Discrete Interval and Distributed Delays’, IEEE Transactions on Neural Networks, 21, 169–175.
- Yin, G., and Zhu, C. (2010), ‘Properties of Solutions of Stochastic Differential Equations with Continuous-state-dependent Switching’, Journal of Differential Equations, 249, 2409–2439.
- Yoshida, K., and Higeta, A. (2012), ‘Toward Stochastic Explanation of a Neutrally Stable Delayed Feedback Model of Human Balance Control’, International Journal of Innovative Computing, Information and Control, 8, 2249–2259.