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Martingale

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Martingale Limit Theory and Its Application

P. Hall and C. C. Heyde

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Martingales in Banach Spaces

Gilles Pisier

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Theory of Martingales

Robert Liptser and A.N. Shiryayev

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The Splendors and Miseries of Martingales

Laurent Mazliak and Glenn Shafer

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Probability with Martingales

David Williams

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Probability Theory

Yuan Shih Chow and Henry Teicher

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Martingale Approximations

I︠U︡riĭ Vasilʹevich Borovskikh

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Martingales and Stochastic Analysis

James Yeh

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Probability with Martingales

David Williams

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Two-Parameter Martingales and Their Quadratic Variation

Peter Imkeller

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Martingales and Stochastic Integrals I

Paul-Andre Meyer

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An Introduction to the Modern Martingale Theory and Applications

Wilfredo Urbina Romero and Ricardo Rios

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Martingale Spaces and Inequalities

Ruilin Long

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Martingale Methods in Statistics

Yoichi Nishiyama

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