Let (left(u_{n}, mathscr{A}_{n}ight)_{n in mathbb{N}}) be a supermartingale and (u_{n} geqslant 0) a.e. Prove that (u_{k}=0) a.e.

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Let $\left(u_{n}, \mathscr{A}_{n}ight)_{n \in \mathbb{N}}$ be a supermartingale and $u_{n} \geqslant 0$ a.e. Prove that $u_{k}=0$ a.e. implies that $u_{k+n}=0$ a.e. for all $n \in \mathbb{N}$.

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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 supermartingale and (u_{n} geqslant 0) a.e. Prove that (u_{k}=0) a.e.

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By definition a supermartingale satis...View the full answer

Measures Integrals And Martingales

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