Abstract
In this chapter we develop the basic theory of multiparameter martingales indexed by a countable subset of ℝ N+ , usually or ℕN. As usual, ℕ N0 . As usual, ℕ= {1, 2,…}, ℕ0 = {0,1, 2,…}, and N denotes a fixed positive integer.
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© 2002 Springer-Verlag New York, Inc.
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Khoshnevisan, D. (2002). Discrete-Parameter Martingales. In: Multiparameter Processes. Springer Monographs in Mathematics. Springer, New York, NY. https://doi.org/10.1007/0-387-21631-6_1
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DOI: https://doi.org/10.1007/0-387-21631-6_1
Publisher Name: Springer, New York, NY
Print ISBN: 978-1-4419-3009-5
Online ISBN: 978-0-387-21631-7
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