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XIII: 13, 162-173, LNM 721 (1979)
Sur la convergence des martingales indexées par ${\bf N}\times{\bf N}$ (Several parameter processes)
For two parameter (discrete) martingales, it is known that uniform integrability does not imply a.s. convergence. But if all (discrete) martingale transforms by indicators of previsible sets are uniformly integrable, then a.s. convergence obtains
Keywords: Almost sure convergence, Martingale transforms
Nature: Original
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