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IV: 01, 1-27, LNM 124 (1970)
Une inégalité pour martingales à indices multiples et ses applications (Several parameter processes)
This paper was the starting point of the theory of two-parameter martingales. It proves the corresponding Doob inequality and convergence theorem, with an application to biharmonic functions
Comment: The next landmark in the theory is Cairoli-Walsh, Acta. Math., 134, 1975. For the modern results, see Imkeller, Two Parameter Processes and their Quadratic Variation, Lect. Notes in M. 1308, 1989
Keywords: Two-parameter martingales, Maximal inequality, Almost sure convergence
Nature: Original
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