摘要
关于单参数集值鞅已有不少结果．本文给出了两指标集值鞅（上鞅）的定义，并建立了它们的最大概率不等式．
The two-parameter set-valued martingales with discrete time and its maximal probability inequalities are established. The results extend the case of real martingales.
关键词
集值鞅
随机过程
概率不等式
Set-valued mareingale
Stochastic process of set-valued
Probability inequality
