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MR1785391 (2001k:60114) 60J65 (60G48 60J25)
Föllmer, Hans; Wu, Ching-Tang; Yor, Marc On weak Brownian motions of arbitrary order. Ann. Inst. H. Poincaré Probab. Statist. 36 (2000), no. 4, 447–487.
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