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A direct robust adaptive control scheme for a class of nonlinear uncertain Markovian jump systems with nonlinear state-dependent uncertainty is presented. The proposed scheme is Lyapunov-based and guarantees the global asymptotic stability with probability one of the closed-loop system. A key feature of this scheme is that the prior knowledge of the upper bounds of the system uncertainties is not required. Finally, a numerical example is given to demonstrate the validity of the results.