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MR2016344 60-01 (60A10 60G15 60J65)
Chaumont, L.; Yor, M. Exercises in probability. A guided tour from measure theory to random processes, via conditioning. Cambridge Series in Statistical and Probabilistic Mathematics, 13. Cambridge University Press, Cambridge, 2003. xvi+236 pp. ISBN: 0-521-82585-7
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