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Decomposition of two-parameter martingales into orthogonal components. (English. Russian original) Zbl 0473.60048

Theory Probab. Math. Stat. 23, 127-136 (1981); translation from Teor. Veroyatn. Mat. Stat. 23, 120-130 (1980).

MSC:

60G48 Generalizations of martingales
60G44 Martingales with continuous parameter
60G17 Sample path properties
60G60 Random fields
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