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MR678374 60-02 (34F05 35R60 60Gxx 60H10)
Gikhman, I. I.; Skorokhod, A. V. {\cyr Stokhasticheskie differentsial′nye uravneniya i ikh prilozheniya}. (Russian) [Stochastic differential equations and their applications] "Naukova Dumka'', Kiev, 1982. 612 pp.
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