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MR2255511 60-01 (60G40 60G42 60H05 60J10 60J27 60J65 60K05)
Lawler, Gregory F. Introduction to stochastic processes. Second edition. Chapman & Hall/CRC, Boca Raton, FL, 2006. xiv+234 pp. ISBN: 978-1-58488-651-8; 1-58488-651-X
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