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1
by Liptser, Robert S., Shiryaev, Albert N.
Published 2001
Springer Berlin Heidelberg
Table of Contents: “..., the Stochastic Integral over the Wiener Process, and Stochastic Differential Equations -- 5. Square Integrable...”
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2
by Liptser, Robert S., Shiryaev, Albert N.
Published 2001
Springer Berlin Heidelberg
“...: the theory of martingales, stochastic differential equations, the absolute continuity of probability measures...”