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MR488267 60G35 (62L10 93E20)
Liptser, R. S.; Shiryayev, A. N. Statistics of random processes. II. Applications. Translated from the Russian by A. B. Aries. Applications of Mathematics, Vol. 6. Springer-Verlag, New York-Heidelberg, 1978. x+339 pp. ISBN: 0-387-90236-8
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