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MR1038526 60-02 (01A75 60-01 60Gxx 60Jxx)
Doob, J. L. Stochastic processes. Reprint of the 1953 original. Wiley Classics Library. A Wiley-Interscience Publication. John Wiley & Sons, Inc., New York, 1990. viii+654 pp. ISBN: 0-471-52369-0
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