Prove the result in Section 27.5 that when df = [+]+[dz, dz i=1 and dg = with
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Prove the result in Section 27.5 that when df = [+]+[dz, dz i=1 and dg = with the dz, uncorrelated, f/g is a martingale for = (Hint: Start by using equation (13A.11) to get the processes for In f and Ing.) P-987
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