On Stochastic Integrals for Strong Martingales with n-Dimensibhal Parameter

In this paper, we define PK(r)-predictable process $\Phi(\xi^1,\cdots,\xi^r)(\xi^q\in R_+^n,1\leq q \leq r \leq n)$ and its r-iterated stochastic integral with respect to a group of strong martingales $M=(M_1,\cdots,M_r)$ with n-dimensional parameter. We can express functional of strong martingale with proper properties by these stochastic integrals. Particularly, Square integrable functionals and martingale of Wiener process with 71-dimensional parameter are expressed by them so that the problem suggested by Wong, E. and Zakai, M, in1] is solved with a method which differs from the method in7],