Comparison principle and stability criteria for stochastic differential delay equations with Markovian switching
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Publication:551745
zbMath1217.60046MaRDI QIDQ551745
Luo, Jiaowan, Jie Zhong Zou, Zhen Ting Hou
Publication date: 21 July 2011
Published in: Science in China. Series A (Search for Journal in Brave)
comparison principle; Brownian motion; Markov chain; generalized Itô's formula; stochastic differential delay equations
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
34K50: Stochastic functional-differential equations
60H05: Stochastic integrals
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