For a class of continuous-time nonlinear stochastic Markovian jump systems with state- and disturbance-dependent noise, both the state and output feedback H-infinity control problems are studied. Based on the solvability of a set of coupled Hamilton-Jacobi inequalities (HJIs), we give a unified design for both state and dynamic output feedback H-infinity control via a common function u(., r(t)) (i.e., u(x, r(t)) is a state feedback H-infinity control, while u(x, r(t)) is the desired output feedback H-infinity control). (C) 2009 Elsevier Ltd. All rights reserved.