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MR2362585 (2008i:60144) 60K10 (60K05)
Zhang, Bo; Zhao, Xia The expected discount penalty function under stochastic interest governed by Markov switching process. Dyn. Contin. Discrete Impuls. Syst. Ser. A Math. Anal. 14 (2007), Part 1, suppl., 343–348.
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