Browse by: Author name - Classification - Keywords - Nature

2 matches found
IV: 01, 1-27, LNM 124 (1970)
CAIROLI, Renzo
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
Retrieve article from Numdam
V: 04, 37-57, LNM 191 (1971)
CAIROLI, Renzo
Décomposition de processus à indices doubles (Several parameter processes)
A discrete submartingale is decomposed into an increasing process and three different kinds of ``martingales''. Extension to continuous time. Earlier than the fundamental paper of Cairoli-Walsh (Acta Math., 134, 1975)
Comment: See Cairoli 401
Keywords: Two-parameter martingales
Nature: Original
Retrieve article from Numdam