Let X t , t = 0,1, ... , be a non-negative martingale, M t = max
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Let Xt , t = 0,1, ... , be a non-negative martingale, Mt = maxk≤t Xk. Show that for any t and x > 0,
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We follow the proof in Section 44 Let us fix t and 0 Let the event A M and the events Ak X1 ...View the full answer
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