\documentclass[a4paper]{article}
\usepackage{amsmath,amssymb}
\usepackage[amsmath,thmmarks]{ntheorem}
\usepackage[ntheorem]{empheq}
\theoremstyle{nonumberplain}
\theoremsymbol{\ensuremath\square}
\newtheorem{proof}{Proof}
\begin{document}
\begin{proof}
Foobar
\begin{equation*}
\sum_{\substack{a\in A \\ b\in B}}
\end{equation*}
\end{proof}
\begin{proof}
Foobar
\begin{empheq}{equation*}
\sum_{\substack{a\in A \\ b\in B}}
\end{empheq}
\end{proof}
\end{document}