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MR2504013 (2010e:60003) 60-02 (60G30 60J55 60J65)
Roynette, Bernard; Yor, Marc Penalising Brownian paths. Lecture Notes in Mathematics, 1969. Springer-Verlag, Berlin, 2009. xiv+275 pp. ISBN: 978-3-540-89698-2
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