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MR1111234 (92h:60091) 60H10 (60H07)
Donati-Martin, Catherine Équations différentielles stochastiques dans $R$ avec conditions aux bords. (French) [Stochastic differential equations in $R$ with boundary conditions] Stochastics Stochastics Rep. 35 (1991), no. 3, 143--173.
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