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MR1940617 (2003m:39020) 39A11 (34K20 34K50 60G07)
Kolmanovskii, V.; Shaikhet, L. Construction of Lyapunov functionals for stochastic hereditary systems: a survey of some recent results. Lyapunov's methods in stability and control. Math. Comput. Modelling 36 (2002), no. 6, 691–716.
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