Let (left(u_{n}, mathscr{A}_{n}ight)_{n in mathbb{N}}) be a martingale with (u_{n} in mathcal{L}^{2}left(mathscr{A}_{n}ight)). Show that [int u_{n} u_{k}

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Let $\left(u_{n}, \mathscr{A}_{n}ight)_{n \in \mathbb{N}}$ be a martingale with $u_{n} \in \mathcal{L}^{2}\left(\mathscr{A}_{n}ight)$. Show that

\[\int u_{n} u_{k} d \mu=\int u_{n \wedge k}^{2} d \mu\]

[ assume that \(n

Equation 23.1

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Measures Integrals And Martingales

ISBN: 9781316620243

2nd Edition

Authors: René L. Schilling

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Question Posted: Jan 25, 2024 01:05 AM

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Let (left(u_{n}, mathscr{A}_{n}ight)_{n in mathbb{N}}) be a martingale with (u_{n} in mathcal{L}^{2}left(mathscr{A}_{n}ight)). Show that [int u_{n} u_{k}

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-=_ p "n" [=1p1+"n"

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Data from lemma 172 Using Lemma 172 we can approximate u E L by simple functions i...View the full answer

Measures Integrals And Martingales

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