Stabilization of a class of stochastic differential equations with Markovian switching (Q2504581): Difference between revisions
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scientific article
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English | Stabilization of a class of stochastic differential equations with Markovian switching |
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Stabilization of a class of stochastic differential equations with Markovian switching (English)
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25 September 2006
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generalized Itô's formula
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Brownian motion
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Markov chain
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stabilization
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