7.1 Let {Xt,At} be a martingale. Then, show that E{Xm|Ak} = Xk a.e., for any m >...
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7.1 Let {Xt,At} be a martingale. Then, show that E{Xm|Ak} = Xk a.e., for any m > k.
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Related Book For
Optimal Statistical Inference In Financial Engineering
ISBN: 9781584885917
1st Edition
Authors: Masanobu Taniguchi, Junichi Hirukawa, Kenichiro Tamaki
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