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MR1780932
(2001g:60189)
60J60
(60G07 60H05 60J25)
Rogers, L. C. G.; Williams, David Diffusions, Markov processes, and martingales. Vol. 2. Itô calculus. Reprint of the second (1994) edition. Cambridge Mathematical Library. Cambridge University Press, Cambridge, 2000. xiv+480 pp. ISBN: 0-521-77593-0 |
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