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MR2295424 (2007k:60005) 60-02 (35K05 35R60 60G40 60H10 60J60)
Friedman, Avner Stochastic differential equations and applications. Two volumes bound as one. Reprint of the 1975 and 1976 original published in two volumes. Dover Publications, Inc., Mineola, NY, 2006. xvi+531 pp. ISBN: 0-486-45359-6
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