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There are:
application A filed Mar.1 2017, claims the priority of application B;
application B filed Feb.1 2017, claims the priority of application C;
application C, filed Jan.1 2017.
However, app A does not directly claim the priorify of C.

In this case, we know that A fails to directly claims the priority of C, but it indeed indirectly claims the priority of C (as A claims priority of B and B claims priority of C). So the question is whether the indirectly claimed priority of A is valid or not? Will C be considered as a prior art of A? Use some precedents or legal basis please.
AND if yes, how can I do to avoid such issues? Claim the benefit of all the related applications?

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Legal basis for priority is article 4 of the Paris Convention. For your example, relevant are the following extracts, Article 4C:

(1) The periods of priority referred to above shall be twelve months for patents and utility models, and six months for industrial designs and trademarks.

(2) These periods shall start from the date of filing of the first application; the day of filing shall not be included in the period.

(4) A subsequent application concerning the same subject as a previous first application within the meaning of paragraph (2), above, filed in the same country of the Union shall be considered as the first application, of which the filing date shall be the starting point of the period of priority, if, at the time of filing the subsequent application, the said previous application has been withdrawn, abandoned, or refused, without having been laid open to public inspection and without leaving any rights outstanding, and if it has not yet served as a basis for claiming a right of priority. The previous application may not thereafter serve as a basis for claiming a right of priority.

From the above one can deduce the meaning of what is and what is not considered as a first filing.

There is no legal basis for indirect claim to priority, quite the opposite.

Concerning the issue of C being prior art against A, based on the dates you mention the simple answer is NO, because C will not become public until A is filed. Mind however, that in some jurisdictions, such as in the EPO, it might be considered as prior art under Article 54(3) EPC. I am not sure if I should analyze this any further, so I will stop here for now.

You can claim priority both from B and C, within 12 months from the earliest priority (which in your example is C). Whatever is disclosed for the first time in C will be a valid priority, but invalid when taken from B (but you don't care, because you are securing it with C). And whatever is new in B (as first filing) will be a valid priority as well.

The multiple priorities concept is nicely illustrated in the EPO Guidelines for examination: http://www.epo.org/law-practice/legal-texts/html/guidelines/e/f_vi_1_5.htm

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