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MR850759 60J60 (60F05 60H10)
Léonard, Christian Une loi des grands nombres pour des systèmes de diffusions avec interaction et à coefficients non bornés. (French) [A law of large numbers for diffusion systems with interaction and unbounded coefficients] Ann. Inst. H. Poincaré Probab. Statist. 22 (1986), no. 2, 237–262.
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