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MR2574236 (2011k:60154) 60G44 (60G48 62P05 91G40 91G99)
Protter, Philip; Shimbo, Kazuhiro No arbitrage and general semimartingales. Markov processes and related topics: a Festschrift for Thomas G. Kurtz, 267–283, Inst. Math. Stat. Collect., 4, Inst. Math. Statist., Beachwood, OH, 2008.
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