The main theoretical and applicational results on state estimate and control theories of stochastic jump system are reviewed since it proposed, especially the last two decades.Firstly, the development status of the estimation theory of stochastic jump system (SJS) and its applications are presented on two main aspects, which are system variables estimation and system model estimation. Secondly, the applications of the lyapunov stability theory and compare theory in the research of the stabilization of SJS are concluded. Finally, the control theories of the SJS are summarized mainly on optimal control, robust control and fault-tolerant control. For the trend of recent study, The paper points out that the state estimate and control of non-gauss, nonlinear stochastic jump system and applications on offence & defence in military operations and network control will be the focus and difficulty of the afterward study in this area.