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Stability of Solutions of Stochastic Functional Differential Equations with an Infinite Previous History and Poisson Switchings. II

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Abstract

To study the stability of the stochastic "dangling spider" model, the second Lyapunov method is substantiated for stochastic differential functional equations with the whole previous history.

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Yasinskii, E.V., Yasinskii, V.K. Stability of Solutions of Stochastic Functional Differential Equations with an Infinite Previous History and Poisson Switchings. II. Cybernetics and Systems Analysis 36, 699–721 (2000). https://doi.org/10.1023/A:1009428806622

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