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Stochastic differential equations and diffusion processes. (English) Zbl 0495.60005
North-Holland Mathematical Library, Vol. 24. Amsterdam - Oxford -New York: North-Holland Publishing Company. Tokyo: Kodansha Ltd. XIV, 464 p. $ 85.25; Dfl. 175.00 (1981).

MSC:
60-02 Research exposition (monographs, survey articles) pertaining to probability theory