Stability in distribution of neutral stochastic functional differential equations with Markovian switching (Q641637)
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scientific article; zbMATH DE number 5962651
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| English | Stability in distribution of neutral stochastic functional differential equations with Markovian switching |
scientific article; zbMATH DE number 5962651 |
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Stability in distribution of neutral stochastic functional differential equations with Markovian switching (English)
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24 October 2011
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The authors derive sufficient conditions for stability in distribution of solutions of neutral stochastic functional differential equations with Markovian switching by using the Lyapunov function approach.
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stability in distribution
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generalized Itô formula
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Markov chain
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0.8912333846092224
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0.8907343745231628
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0.8725250363349915
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0.8574429750442505
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