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MR652685 (84k:93059) 93Exx (35R99 46N05 49-02 49A60 60G35 60H15 93-02)
Bensoussan, Alain Stochastic control by functional analysis methods. Studies in Mathematics and its Applications, 11. North-Holland Publishing Co., Amsterdam-New York, 1982. xv+410 pp. ISBN: 0-444-86329-X
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