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MR2345169 (2009e:60125) 60H05 (60-02 60G40 60G44 60G48 60G51)
Medvegyev, P├ęter Stochastic integration theory. Oxford Graduate Texts in Mathematics, 14. Oxford University Press, Oxford, 2007. xx+608 pp. ISBN: 978-0-19-921525-6
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