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Stability in distribution of neutral stochastic functional differential equations with Markovian switching. (English) Zbl 1232.60045
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.

MSC:
60H10 Stochastic ordinary differential equations (aspects of stochastic analysis)
93E15 Stochastic stability in control theory
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