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McCauley, Joseph L., Stochastic Calculus and Differential Equations for Physics and Finance (Cambridge: Cambridge University Press, 2013) <http://dx.doi.org/10.1017/CBO9781139019460>
Samuel Karlin, A First Course in Stochastic Processes (New York: Academic Press, 1975)
———, A Second Course in Stochastic Processes (New York: Academic Press, 1981)
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