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MR1712239 60G44 (46E30 60H05 91B28)
Delbaen, F.; Schachermayer, W. A compactness principle for bounded sequences of martingales with applications. Seminar on Stochastic Analysis, Random Fields and Applications (Ascona, 1996), 137–173, Progr. Probab., 45, Birkhäuser, Basel, 1999.
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