Stabilization of a class of stochastic differential equations with Markovian switching (Q2504581)

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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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