=+. (a) Show that {X) is a martingale with respect to (5} if and only if, for

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=+.

(a) Show that {X„) is a martingale with respect to (5"} if and only if, for all n and all stopping times + such that +

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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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=+. (a) Show that {X) is a martingale with respect to (5"} if and only if, for all n and all stopping times + such that +
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=+. (a) Show that {X) is a martingale with respect to (5} if and only if, for

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Probability And Measure Wiley Series In Probability And Mathematical Statistics

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