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MR1793494 60H10 (60G18 62M40)
Kleptsyna, M. L.; Kloeden, P. E.; An, V. V. Existence and uniqueness theorems for stochastic differential equations with fractal Brownian motion. (Russian) Problemy Peredachi Informatsii 34 (1998), no. 4, 51--61; translation in Problems Inform. Transmission 34 (1998), no. 4, 332–341 (1999)
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