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MR2541951 (2010h:60189) 60H10
Zubchenko, V. P.; Mīshura, Yu. S. Existence and uniqueness of solutions of stochastic differential equations with non-Lipschitz diffusion and Poisson measure. (Ukrainian) Teor. Ĭmovīr. Mat. Stat. No. 80 (2009), 43--54; translation in Theory Probab. Math. Statist. No. 80 (2010), 47–59
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