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MR2060917 60-01 (46E30 47D07 60H05 60H07 60H10)
Shigekawa, Ichiro Stochastic analysis. Translated from the 1998 Japanese original by the author. Translations of Mathematical Monographs, 224. Iwanami Series in Modern Mathematics. American Mathematical Society, Providence, RI, 2004. xii+182 pp. ISBN: 0-8218-2626-3
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