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Extensions to exchangeable processes in continuous time are also considered. A sequence \\(X=(X_ 1,X_ 2,...)\\) of random variables is said to be spreadable if  \\[  (X_{k_ 1},X_{k_ 2},...)=d(X_ 1,X_ 2,...),\\quad k_ 1<k_ 2<....  \\]  Define the measure-valued processes \\((\\pi_ n)\\) and \\((\\lambda_ n)\\) by  \\[  \\pi_ n=P[T_ n\\circ X\\in \\cdot | {\\mathcal F}_ n],\\quad \\lambda_ n=P[X_{n+1}\\in \\cdot | {\\mathcal F}_ n],\\quad n\\geq 0,  \\]  where \\(T_ 0,T_ 1,..\\). denote the shift operators on \\({\\mathbb{R}}^{\\infty}\\), \\({\\mathcal F}_ n=\\sigma (X_ 1,...,X_ n)\\), \\(n\\geq 1\\). It is proved that the following conditions are equivalent:   (i) X is spreadable;    (ii) \\(T_{\\tau}\\circ X=d X\\) for every finite stopping time \\(\\tau\\);    (iii) \\((\\pi_ nf)\\) is a martingale for every bounded \\(f:R^{\\infty}\\to R.\\)    The following are also \\(equivalent:\\)    (i') \\((X_ 1,...,X_ n\\), \\(X_{n+2})=d(X_ 1,...,X_ n\\) \\(X_{n+1})\\), \\(n\\geq 1;\\)    (ii') \\(X_{\\tau +1}=d X_ 1\\) for every stopping \\(time;\\)    (iii') \\((\\lambda_ nf)\\) is a martingale for every bounded \\(f: R\\to R.\\)    Let \\(\\{\\nu_ i,i\\geq 1\\}\\) be a sequence of i.i.d. random variables and independent of X with  \\[  P[\\nu_ i=1]=1-P[\\nu_ i=0]=p,\\quad i\\in {\\mathbb{N}},  \\]  for some \\(p\\in (0,1]\\) and set  \\[  \\tau_ j=\\inf \\{k\\in {\\mathbb{N}}:\\sum^{k}_{i=1}\\nu_ i=j\\},\\quad j\\in {\\mathbb{N}}.  \\]  The sequence \\(Y=(X_{\\tau_ 1},X_{\\tau_ 2},...)\\) is called a p-thinning of X. The following statement characterizes exchangeability.    Fix \\(p\\in (0,1]\\) and let X be a stationary sequence of random variables with p-thinning Y. Then X is exchangeable iff \\(X=d Y.\\)    Fix a filtration \\({\\mathcal F}=({\\mathcal F}_ 0\\), \\({\\mathcal F}_ 1,...)\\). The following theorem shows that the distribution of an exchangeable sequence is invariant under predictable sampling.    Let X be a finite or infinite \\({\\mathcal F}\\)-exchangeable sequence with index set I and let \\(\\tau_ 1,...,\\tau_ k\\) be a.s. distinct I-valued predictable stopping times. Then  \\[  (X_{\\tau_ 1},...,X_{\\tau_ k})=d(X_ 1,...,X_ k).  \\]  It is difficult to quote here the results on martingale characterizations in continuous 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