Probabilities and potential. B. Dellacherie, C. & Meyer, P. Volume 72 of North-Holland Mathematics Studies, North-Holland Publishing Co., Amsterdam, 1982. Theory of martingales, Translated from the French by J. P. Wilson
bibtex   
@book {MR745449,
    AUTHOR = {Dellacherie, Claude and Meyer, Paul-Andr{\'e}},
     TITLE = {Probabilities and potential. {B}},
    SERIES = {North-Holland Mathematics Studies},
    VOLUME = {72},
      NOTE = {Theory of martingales,
              Translated from the French by J. P. Wilson},
 PUBLISHER = {North-Holland Publishing Co.},
   ADDRESS = {Amsterdam},
      YEAR = {1982},
     PAGES = {xvii+463},
      ISBN = {0-444-86526-8},
   MRCLASS = {60-02 (31-02 60Gxx 60H05)},
  MRNUMBER = {745449 (85e:60001)},
  BOEKCODE = {60J45},
}

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