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MR1404533 60J65 (28C20 60G07 60H10)
Dubins, Lester; Feldman, Jacob; Smorodinsky, Meir; Tsirelson, Boris Decreasing sequences of $\sigma$-fields and a measure change for Brownian motion. Ann. Probab. 24 (1996), no. 2, 882–904.
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