Question: Show that if (et ,Ft ) is a MDS and Xt is Ft-measurable then ut Xt1et is aMDS.

Show that if (et ,Ft ) is a MDS and Xt is Ft-measurable then ut Æ Xt¡1et is aMDS.

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Show that if (et ,Ft ) is a MDS and Xt is Ft-measurable then ut Xt1et is aMDS.

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