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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    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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