=+(37.49) for nonrandom o. By the arguments in the proofs of Lemmas 2 and 3, show that
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=+(37.49)
for nonrandom o. By the arguments in the proofs of Lemmas 2 and 3, show that (37.49) holds for simple stopping times
a, for bounded ones, for a = T An, for o = T.
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Related Book For
Probability And Measure Wiley Series In Probability And Mathematical Statistics
ISBN: 9788126517718
3rd Edition
Authors: Patrick Billingsley
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