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Stochastic differential equations whose solutions are diffusion (or other random) processes have been the subject of lively mathematical research since the pioneering work of Gihman, Ito and others in the early fifties. As it gradually became clear that a great number of real phenomena in control theory, physics, biology, economics and other areas could be modelled by differential equations with stochastic perturbation terms, this research became somewhat feverish, with the results that a) the number of theroretical papers alone now numbers several hundred and b) workers interested in the...