8.18 Suppose that Sn, Fn, n 1, is a submartingale. Show that conditions (i) and (ii)...

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8.18 Suppose that Sn, Fn, n ≥ 1, is a submartingale. Show that conditions (i) and

(ii) are equivalent:

(i) condition (8.17) and E(|S1|) < ∞;

(ii) condition (8.19).

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