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MR1800857 60-02 (60G30 60G35 60G44 60G55 60H10 62-02 93Exx)
Liptser, Robert S.; Shiryaev, Albert N. Statistics of random processes. I. General theory. Translated from the 1974 Russian original by A. B. Aries. Second, revised and expanded edition. Applications of Mathematics (New York), 5. Stochastic Modelling and Applied Probability. Springer-Verlag, Berlin, 2001. xvi+427 pp. ISBN: 3-540-63929-2
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