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MR886678 60G44 (60B10 60G57 60H05)
Liptser, R. Sh.; Shiryaev, A. N. {\cyr Teoriya martingalov}. (Russian) [Martingale theory] \cyr Teoriya VeroyatnosteÄ­ i Matematicheskaya Statistika. [Probability Theory and Mathematical Statistics] "Nauka'', Moscow, 1986. 512 pp.
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