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MR1183992 (94d:60069) 60G44 (60H05 90A09)
Ansel, Jean-Pascal; Stricker, Christophe Lois de martingale, densités et décomposition de Föllmer-Schweizer. (French) [Martingale laws, densities and Föllmer-Schweizer decomposition] Ann. Inst. H. Poincaré Probab. Statist. 28 (1992), no. 3, 375–392.
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