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MR2808243 60-02 (60E15 60G44 60G60 60H10 60H30 60J65 91G80)
Hirsch, Francis; Profeta, Christophe; Roynette, Bernard; Yor, Marc Peacocks and associated martingales, with explicit constructions. Bocconi & Springer Series, 3. Springer, Milan; Bocconi University Press, Milan, 2011. xxxii+384 pp. ISBN: 978-88-470-1907-2
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