Stability criteria for continuous-time systems with colored multiplicative noise

Uncertain elements must be considered in the mathematical model of many dynamical systems. The theory associated with additive noise models is quite advanced, but many control problems are more realistically modeled as containing uncertain and time varying parameters or gains. For multiplicative gains of the white noise type, necessary and sufficient conditions for the stability of many of these systems have been derived previously. In this article, we develop conditions for the stability of some continuous-time systems containing multiplicative colored noise.