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We have investigated the wavelength conversion techniques for differential phase-shift keying (DPSK) modulation formats in 10 Gb/s transmission systems, compared with the non-return-to-zero (NRZ) modulation format. For the wavelength conversion of DPSK modulation formats, we employed the wavelength converters based on the four-wave mixing (FWM) in semiconductor optical amplifiers (SOAs) and the frequency comb generated by phase modulation. The power penalty at 10-9 bit error rate was used as a measure of the system performance degraded by the wavelength conversion. Our simulation results show that the DPSK modulation formats have a smaller power penalty than the NRZ modulation format for the wavelength conversion using the FWM effect in an SOA due to a much lower pattern effect. However, as the wavelength conversion uses the frequency comb generated by phase modulation, it has a similar power penalty compared with the NRZ modulation format. It is also shown that the DPSK modulation formats are possible to obtain the power penalty less than 0.4 dB for both wavelength conversion techniques.