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MR2200059 (2007g:28001) 28-01 (28A12 28A20 28A25 60G42 60G46)
Schilling, René L. Measures, integrals and martingales. Cambridge University Press, New York, 2005. xii+381 pp. ISBN: 978-0-521-61525-9; 0-521-61525-9
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