1 Introduction 1.1 Stochastic Systems with Markovian Switching Parameters 1.2 Stability Analysis 1.3 Controllability 1.4 Preview of This Book 1.5 Some Useful Definitions and Lemmas 1.6 Abbreviations and Notations 2 Exponential Stability of Neural Networks with Markovian Switching Parameters and General Noise 2.1 Introduction 2.2 Problem Formulation and Preliminaries 2.3 Main Results 2.4 Numerical Examples 2.5 Conclusion 3 Exponential Stability for Markovian Neutral Stochastic Systems with General Transition Probabilities and Time-Varying Delay 3.1 Introduction 3.2 Problem Formulation and Preliminaries 3.3 Main Results 3.4 Numerical Examples 3.5 Conclusion 4 A Traverse Algorithm Approach to Stochastic Stability Analysis of Markovian Jump Systems with Unknown and Uncertain Transition Rates 4.1 Introduction 4.2 Problem Statement and Preliminaries 4.3 Numerical Examples 4.4 Conclusion 5 Finite-Time Filtering for It? Stochastic Markovian Jump Systems with Distributed Time-Varying Delays 5.1 Introduction 5.2 Problem Statement and Preliminaries 5.3 Numerical Examples 5.4 Conclusion 6 A Distributed Dynamic Event-Triggered Mechanism to HMM-Based Observer Design for Sliding Mode Control of Markov Jump Systems 6.1 Introduction 6.2 Problem Preliminaries 6.3 Main Results 6.4 Numerical Examples 6.5 Conclusion 7 Structure-Triggered Asymptotical Synchronization for Nonidentical Generalized Stochastic Systems with Markovian Jumping Parameter Based on Sliding Mode Control 7.1 Introduction 7.2 Preliminary 7.3 Main Results 7.4 Numerical Examples 7.5 Conclusion References