Comparison principle and stability criteria for stochastic differential delay equations with Markovian switching (Q551745)

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scientific article; zbMATH DE number 5929735
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    Comparison principle and stability criteria for stochastic differential delay equations with Markovian switching
    scientific article; zbMATH DE number 5929735

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      Comparison principle and stability criteria for stochastic differential delay equations with Markovian switching (English)
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      21 July 2011
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      comparison principle
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      Brownian motion
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      stochastic differential delay equations
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      generalized Itô's formula
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      Markov chain
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