Two-parameter filtrations with respect to which all martingales are strong

Cairoli, R., Walsh, J.B.: Stochastic integrals in the plane. Acta Math. 134, 111–183 (1975) Kurtz, T.G.: The optional sampling theorem for martingales indexed by directed sets. Ann. Probab. 8, 675–681 (1980) Licea, G.: Martingales and applications (in Romanian). Bucharest: University Press 1979 Neveu, J.: Discrete parameter martingales. Amsterdam: North-Holland 1975 Walsh, J.B.: Convergence and regularity of multiparameter strong martingales. Z. Wahrscheinlichkeitstheorie verw. Gebiete 48, 177–192 (1979)