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MR637061 (84b:60080) 60H10 (34F05 58G32 60J60)
Ikeda, Nobuyuki; Watanabe, Shinzo Stochastic differential equations and diffusion processes. North-Holland Mathematical Library, 24. North-Holland Publishing Co., Amsterdam-New York; Kodansha, Ltd., Tokyo, 1981. xiv+464 pp. ISBN: 0-444-86172-6
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