Documents filed Thursday in Los Angeles Superior Court cite "irreconcilable differences'' for the end of the couple's six-year marriage. The pair have three children together, including twins born in 2005.
Shriver is seeking custody of the children, with supervised visits for Lazenby.
The 46-year-old Shriver, who won 22 Grand Slam doubles titles, has served as a tennis commentator since retiring.
Lazenby, 68, is perhaps best known for his one-movie stint as James Bond in "On Her Majesty's Secret Service.''
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