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Say I am an inventor and want to maximize the protection of my invention, so I want to patent the same thing (invention) in as many countries as possible (or at least in the biggest markets like US, EU, Japan etc.). From what I have read this depends on whether a country "acknowledges" other country's patents (like in EU) - say I want to divide the world into such groups and consider applying one patent for such group (is that specific for EU only?).

Do I need to make sure that no prior art is "created" before applying for all the patents (considering the application filling dates)? I am not sure whether patent applications themselves are public and create prior art themselves but if so then I would effectively either need to use provisional applications to keep the subject secret or submit final patent applications at the same time to get the same filling date (because of prior art creation).

Do I understand the situation correctly?

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This is why the Patent Cooperation Treaty (PCT) exists. A patent application filed as PCT may be filed in other member states.

There is a good overview of PCT filing here, and more authoritative information can be found at WIPO, especially in this overview figure.

I strongly recommend finding a patent agent who can step you through this process.

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