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MR1121940 (92h:60127) 60J65 (35K99 35R60 60G44 60H10 60J60)
Karatzas, Ioannis; Shreve, Steven E. Brownian motion and stochastic calculus. Second edition. Graduate Texts in Mathematics, 113. Springer-Verlag, New York, 1991. xxiv+470 pp. ISBN: 0-387-97655-8
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