The paper presents a method for checking the robust mean square stability of continuous-time Markov jump linear systems. The robustness arises in the analysis due to the assumption that the Markovian transition probability matrix is partially known. The corresponding infinite-dimensional robust stability problem, difficult to solve, is then converted into a probabilistic problem, amenable to the numerical viewpoint, taking advantage of the randomized (scenario) approach. The paper shows examples-including a real-time electronic-circuit application-for which the results from the literature fail to determine the robust stability but the randomized approach gives a positive answer346287294CAPES - Coordenação de Aperfeiçoamento de Pessoal e Nível SuperiorCNPQ - Conselho Nacional de Desenvolvimento Científico e TecnológicoFAPESP – Fundação de Amparo à Pesquisa Do Estado De São Paulo88881.030423/2013-01304856/2007-003/06736-
