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This work reveals new criteria for exponential contraction in mean square for stochastic differential equations, indicating potential applications in control theory.
This work addresses the exponential contraction of stochastic differential equations with Markovian switching. By a novel approach, new explicit criteria for the exponential contraction in mean square are derived. An example is given to illustrate the effectiveness of the criteria.
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Pham Huu Anh Ngoc (2025) studied this question.
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