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Stability in \\(\\mathbb D\\) (with Skorokhod topology) of \\((\\mathcal F^n_t)\\)-martingales and of \\((\\mathcal F^n_t)\\)-solutions of corresponding backward equations are studied as \\(Y^n\\to Y\\). The stability of the martingales is proved if \\(Y\\) is a Markov process; in a more general case it may fail. 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