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MR2273672 (2008e:60001) 60-02 (60G44 60H05 60H10 60H20)
Protter, Philip E. Stochastic integration and differential equations. Second edition. Version 2.1. Corrected third printing. Stochastic Modelling and Applied Probability, 21. Springer-Verlag, Berlin, 2005. xiv+419 pp. ISBN: 3-540-00313-4
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