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Probabilités et potentiel. Chapitres V à VIII: Théorie des martingales. Ed. ent. ref. (French) Zbl 0464.60001


MSC:

60-02 Research exposition (monographs, survey articles) pertaining to probability theory
60G42 Martingales with discrete parameter
60G44 Martingales with continuous parameter
60H05 Stochastic integrals
60G48 Generalizations of martingales
60G07 General theory of stochastic processes