Cite
Finite-time [formula omitted] control for linear Itô stochastic Markovian jump systems with Brownian motion and Poisson jumps.
MLA
Yan, Zhiguo, et al. “Finite-Time [Formula Omitted] Control for Linear Itô Stochastic Markovian Jump Systems with Brownian Motion and Poisson Jumps.” Systems & Control Letters, vol. 165, July 2022, p. N.PAG. EBSCOhost, https://doi.org/10.1016/j.sysconle.2022.105285.
APA
Yan, Z., Zhong, S., & He, S. (2022). Finite-time [formula omitted] control for linear Itô stochastic Markovian jump systems with Brownian motion and Poisson jumps. Systems & Control Letters, 165, N.PAG. https://doi.org/10.1016/j.sysconle.2022.105285
Chicago
Yan, Zhiguo, Shiyu Zhong, and Shuping He. 2022. “Finite-Time [Formula Omitted] Control for Linear Itô Stochastic Markovian Jump Systems with Brownian Motion and Poisson Jumps.” Systems & Control Letters 165 (July): N.PAG. doi:10.1016/j.sysconle.2022.105285.