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Stability of stochastic functional differential systems with semi-Markovian switching and Lévy noise by functional Itô's formula and its applications

Jun Yang, Xinzhi Liu, Xingwen Liu. Stability of stochastic functional differential systems with semi-Markovian switching and Lévy noise by functional Itô's formula and its applications. J. Franklin Institute, 357(7):4458-4485, 2020. [doi]

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