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MR1684157 (2000b:60132) 60H05 (35R60 60G15 60G48 60H15) Dalang, Robert C. Extending the martingale measure stochastic integral with applications to spatially homogeneous s.p.d.e.'s. Electron. J. Probab. 4 (1999), no. 6, 29 pp. (electronic).

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