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MR2331987 (2008g:60127) 60G48
Gnedenko, B. D. On an extension of the concept of a martingale. (Russian) Teor. Veroyatn. Primen. 50 (2005), no. 4, 763--767; translation in Theory Probab. Appl. 50 (2006), no. 4, 659--662
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