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MR2859096 60F05 (60G44 60G51 60G57 60H10 60H35 60J25 60J75)
Jacod, Jean; Protter, Philip Discretization of processes. Stochastic Modelling and Applied Probability, 67. Springer, Heidelberg, 2012. xiv+596 pp. ISBN: 978-3-642-24126-0
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