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MR2058259 (2005a:60002) 60-02 (60A10 60Bxx 60G05 60G07)
Gikhman, Iosif I.; Skorokhod, Anatoli V. The theory of stochastic processes. I. Translated from the Russian by S. Kotz. Reprint of the 1974 edition. Classics in Mathematics. Springer-Verlag, Berlin, 2004. viii+574 pp. ISBN: 3-540-20284-6
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