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MR1308553 60J65 (60G15 60G44)
Jeulin, T.; Yor, M. Moyennes mobiles et semimartingales. (French) [Moving averages and semimartingales] Séminaire de Probabilités, XXVII, 53–77, Lecture Notes in Math., 1557, Springer, Berlin, 1993.
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