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MR1652338 60H10 (60H07 93E03)
Mohammed, Salah-Eldin A. Stochastic differential systems with memory: theory, examples and applications. Stochastic analysis and related topics, VI (Geilo, 1996), 1–77, Progr. Probab., 42, Birkhäuser Boston, Boston, MA, 1998.
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