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MR1943877 (2003j:60001) 60-02 (60F17 60G48 60H05)
Jacod, Jean; Shiryaev, Albert N. Limit theorems for stochastic processes. Second edition. Grundlehren der Mathematischen Wissenschaften [Fundamental Principles of Mathematical Sciences], 288. Springer-Verlag, Berlin, 2003. xx+661 pp. ISBN: 3-540-43932-3
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