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MR1022664 (90j:60046) 60G44 (60B10 60G57 60H05)
Liptser, R. Sh.; Shiryayev, A. N. Theory of martingales. Translated from the Russian by K. Dzjaparidze [Kacha Dzhaparidze]. Mathematics and its Applications (Soviet Series), 49. Kluwer Academic Publishers Group, Dordrecht, 1989. xiv+792 pp. ISBN: 0-7923-0395-4
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