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MR2160585 (2006e:60004) 60-02 (34-02 34F05 60H10 60H30 91B28 93E03)
Situ, Rong Theory of stochastic differential equations with jumps and applications. Mathematical and analytical techniques with applications to engineering. Mathematical and Analytical Techniques with Applications to Engineering. Springer, New York, 2005. xx+434 pp. ISBN: 978-0387-25083-0; 0-387-25083-2
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