Discrete-parameter martingales. Neveu, J. North-Holland Publishing Co., Amsterdam, Revised edition, 1975. Translated from the French by T. P. Speed, North-Holland Mathematical Library, Vol. 10
bibtex   
@book{MR0402915,
	Address = {Amsterdam},
	Author = {Neveu, J.},
	Date-Added = {2012-02-02 16:20:36 -0600},
	Date-Modified = {2012-02-02 16:20:36 -0600},
	Edition = {Revised},
	Mrclass = {60G45 (60G40)},
	Mrnumber = {0402915 (53 \#6729)},
	Note = {Translated from the French by T. P. Speed, North-Holland Mathematical Library, Vol. 10},
	Pages = {viii+236},
	Publisher = {North-Holland Publishing Co.},
	Title = {Discrete-parameter martingales},
	Year = {1975}}

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