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This work was partially supported by NSF Grant MCS 76-06599
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Horowitz, J. Optional supermartingales and the andersen-jessen theorem. Z. Wahrscheinlichkeitstheorie verw Gebiete 43, 263–272 (1978). https://doi.org/10.1007/BF00536207
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DOI: https://doi.org/10.1007/BF00536207