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MR1083357 (92d:60053) 60G48 (60G44 60H05 60H10)
Revuz, Daniel; Yor, Marc Continuous martingales and Brownian motion. Grundlehren der Mathematischen Wissenschaften [Fundamental Principles of Mathematical Sciences], 293. Springer-Verlag, Berlin, 1991. x+533 pp. ISBN: 3-540-52167-4
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