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MR1011252 (90m:60069) 60H10 (58G32 60J60)
Ikeda, Nobuyuki; Watanabe, Shinzo Stochastic differential equations and diffusion processes. Second edition. North-Holland Mathematical Library, 24. North-Holland Publishing Co., Amsterdam; Kodansha, Ltd., Tokyo, 1989. xvi+555 pp. ISBN: 0-444-87378-3
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