On a martingale characterization of two-parameter Wiener process (Q751722)

The author considers standard Brownian sheet W on the plane as the ordered pair \(W=(W^{\to},W^{\uparrow})\), where \(W^{\to}\), \(W^{\uparrow}\) are its wave components. He introduces the notion of string-martingale M in the terms of its wave components \(M^{\to}\), \(M^{\uparrow}\) and gives the characterization of W as string-martingale M with continuous wave components and with the property \[ E((M(\Delta))^ 2/{\mathcal A}_ s)=area(\Delta), \] where \(\Delta\) is a standard triangle.