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MR2368742 (2008k:60140) 60H10
Kulīnīch, G. L.; Kushnīrenko, S. V. On first integrals of systems of stochastic differential equations with jumps. (Ukrainian) Teor. Ĭmovīr. Mat. Stat. No. 76 (2007), 84--91; translation in Theory Probab. Math. Statist. No. 76 (2008), 93–101
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