1.15. Prove that for any L I-bounded smartingale {Xn, g;;;, n E N oo}, and any optional...
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1.15. Prove that for any L I-bounded smartingale {Xn, g;;;, n E N oo}, and any optional ex, we have 6(IXa I) < 00. [HINT: Prove the result first for a martingale, then use Doob's decomposition.]
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