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MR2322248 (2008b:93003) 93-02 (60H10 60H30 91B28 93E03)
Øksendal, Bernt; Sulem, Agnès Applied stochastic control of jump diffusions. Second edition. Universitext. Springer, Berlin, 2007. xiv+257 pp. ISBN: 978-3-540-69825-8; 3-540-69825-6
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