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[61] E. I. Kasyts'ka and P. S. Knopov. Asymptotic properties of an estimator for the drift coefficient of a stochastic differential equation with fractional Brownian motion. Theor. Probability and Math. Statist. 79 (2009) 73-81. MR 2494536.
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[62] S. V. Bodnarchuk and O. M. Kulyk. Conditions for the existence and smoothness of the distribution density of the Ornstein-Uhlenbeck process with Lévy noise. Theor. Probability and Math. Statist. 79 (2009) 23-38.
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[63] Yu. S. Mishura, S. V. Posashkova and G. M. Shevchenko. Properties of solutions of stochastic differential equations with nonhomogeneous coefficients and non-Lipschitz diffusion. Theor. Probability and Math. Statist. 79 (2009) 117-126. MR 2494541.
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[64] D. S. Silvestrov, H. Jönsson and F. Stenberg. Convergence of option rewards for Markov type price processes modulated by stochastic indices. I. Theor. Probability and Math. Statist. 79 (2009) 153-170. MR 2494545.
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[65] Jaya P. N. Bishwal. Maximum likelihood estimation in Skorohod stochastic differential equations. Proc. Amer. Math. Soc. 138 (2010) 1471-1478. MR 2578541.
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[66] Xiaopeng Chen, Jinqiao Duan and Xinchu Fu. A sufficient condition for bifurcation in random dynamical systems. Proc. Amer. Math. Soc. 138 (2010) 965-973. MR 2566563.
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[67] Jiongmin Yong. Forward-backward stochastic differential equations with mixed initial-terminal conditions. Trans. Amer. Math. Soc. 362 (2010) 1047-1096. MR 2551515.
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[68] G. L. Kulinich and A. V. Yershov. Convergence of a sequence of Markov chains to a diffusion type process. Theor. Probability and Math. Statist. 78 (2009) 115-131. MR 2446853.
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[69] Georgiĭ Shevchenko. A generalization of Mil'shtein's theorem for stochastic differential equations. Theor. Probability and Math. Statist. 78 (2009) 191-199. MR 2446859.
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[70] Thomas Cass, Peter Friz and Nicolas Victoir. Non-degeneracy of Wiener functionals arising from rough differential equations. Trans. Amer. Math. Soc. 361 (2009) 3359-3371. MR 2485431.
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[71] Yaozhong Hu and David Nualart. Rough path analysis via fractional calculus. Trans. Amer. Math. Soc. 361 (2009) 2689-2718. MR 2471936.
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[72] Yu. S. Mishura and S. V. Posashkov. Existence and uniqueness of the solution of a stochastic differential equation, driven by fractional Brownian motion with a stabilizing term. Theor. Probability and Math. Statist. 76 (2008) 131-139. MR 2368745.
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[73] G. L. Kulinich and S. V. Kushnirenko. The first integrals for systems of stochastic differential equations with jumps. Theor. Probability and Math. Statist. 76 (2008) 93-101. MR 2368742.
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[74] Yu. V. Kozachenko and Yu. S. Mishura. Maximal upper bounds for the moments of stochastic integrals and solutions of stochastic differential equations with respect to fractional Brownian motion with Hurst index $H<1/2$. II. Theor. Probability and Math. Statist. 76 (2008) 59-76.
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[75] Oleksander Il’chenko. On the asymptotic degeneration of systems of linear inhomogeneous stochastic differential equations. Theor. Probability and Math. Statist. 76 (2008) 41-48. MR 2368738.
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[76] B. V. Bondarev and A. V. Baev. The invariance principle for the Ornstein--Uhlenbeck process with fast Poisson time: An estimate for the rate of convergence. Theor. Probability and Math. Statist. 76 (2008) 15-22. MR 2368735.
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[77] Peter M. Kotelenez. Itô and Stratonovich stochastic partial differential equations: Transition from microscopic to macroscopic equations. Quart. Appl. Math. 66 (2008) 539-564. MR 2445528.
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[78] Xicheng Zhang. Exponential ergodicity of non-Lipschitz stochastic differential equations. Proc. Amer. Math. Soc. 137 (2009) 329-337. MR 2439457.
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[79] John A. D. Appleby, Xuerong Mao and Markus Riedle. Geometric Brownian motion with delay: mean square characterisation. Proc. Amer. Math. Soc. 137 (2009) 339-348. MR 2439458.
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[80] H. T. Banks, A. F. Karr, H. K. Nguyen and J. R. Samuels Jr.. Sensitivity to noise variance in a social network dynamics model. Quart. Appl. Math. 66 (2008) 233-247. MR 2416772.
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[81] A. Yu. Pilipenko. Generalized differentiability with respect to the initial data of a flow generated by a stochastic equation with reflection. Theor. Probability and Math. Statist. 75 (2007) 147-160. MR 2321188.
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[82] Yu. S. Mishura and S. A. Il'chenko. Stochastic integrals and stochastic differential equations with respect to the fractional Brownian field. Theor. Probability and Math. Statist. 75 (2007) 93-108. MR 2321184.
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[83] Salah-Eldin A. Mohammed, Tusheng Zhang and Huaizhong Zhao. The stable manifold theorem for semilinear stochastic evolution equations and stochastic partial differential equations. Memoirs of the AMS 196 (2008) MR 2459571.
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[84] Vladimir Kurenok. A note on $L_2$-estimates for stable integrals with drift. Trans. Amer. Math. Soc. 360 (2008) 925-938. MR 2346477.
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[85] O. V. Kapustyan, J. Valero and O. V. Pereguda. Random attractor for the reaction-diffusion equation perturbed by a stochastic càdlàg process. Theor. Probability and Math. Statist. 73 (2006) 57-69. MR 2213841.
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[86] Yulia Mishura. An estimate of ruin probabilities for long range dependence models. Theor. Probability and Math. Statist. 72 (2006) 103-111.
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[87] V. V. Buldygin, O. I. Klesov and J. G. Steinebach. PRV property of functions and the asymptotic behaviour of solutions of stochastic differential equations. Theor. Probability and Math. Statist. 72 (2006) 11-25. MR 2168132.
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[88] Jianfeng Zhang. Rate of convergence of finite difference approximations for degenerate ordinary differential equations. Math. Comp. 75 (2006) 1755-1778. MR 2240634.
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[89] R. J. Williams. Discrete time stochastic processes. Graduate Studies in Mathematics 72 (2006) 127-129.
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[90] R. J. Williams. Finite market model. Graduate Studies in Mathematics 72 (2006) 31-54.
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