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MR1303781 (95h:60072) 60G44 (60G07 60H05)
Revuz, Daniel; Yor, Marc Continuous martingales and Brownian motion. Second edition. Grundlehren der Mathematischen Wissenschaften [Fundamental Principles of Mathematical Sciences], 293. Springer-Verlag, Berlin, 1994. xii+560 pp. ISBN: 3-540-57622-3
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