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Elliott, R.J. (1979). The martingale calculus and applications. In: Kohlmann, M., Vogel, W. (eds) Stochastic Control Theory and Stochastic Differential Systems. Lecture Notes in Control and Information Sciences, vol 16. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0009379
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DOI: https://doi.org/10.1007/BFb0009379
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