=+ (a) For the martingale Ya ,, in the proof of Lemma 2, show that E[Y ..

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(a) For the martingale Ya ,, in the proof of Lemma 2, show that E[Y .. ] =1.

Operating formally at first, conclude that

(37.48)

E[e8W ,- 921/2]= 1.

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Probability And Measure Wiley Series In Probability And Mathematical Statistics

ISBN: 9788126517718

3rd Edition

Authors: Patrick Billingsley

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Question Posted: Sep 11, 2024 03:00 AM

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=+ (a) For the martingale Ya ,, in the proof of Lemma 2, show that E[Y .. ] =1. Operating formally at first, conclude that (37.48) E[e8W ,- 921/2]= 1.
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=+ (a) For the martingale Ya ,, in the proof of Lemma 2, show that E[Y ..

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Probability And Measure Wiley Series In Probability And Mathematical Statistics

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