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References
C. DELLACHERIE & C. STRICKER: Changements de temps et intégrales stochastiques. Sém. Proba. Strasbourg XI. Lect. Notes in Maths. 581. Springer (1977).
M. YOR: Les filtrations de certaines martingales du mouvement brownien dans Rn. Sém. Proba. Strasbourg XIII. Lect. Notes in Maths. 721 Springer (1979).
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Auerhan, J., Lepingle, D., Yor, M. (1980). Construction d'une martingale reelle continue, de filtration naturelle donnee. In: Azéma, J., Yor, M. (eds) Séminaire de Probabilités XIV 1978/79. Lecture Notes in Mathematics, vol 784. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0089485
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DOI: https://doi.org/10.1007/BFb0089485
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