Show that any process t with independent increments such that E{ } = 0 for
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Show that any process ξt with independent increments such that E{ξΔ} = 0 for any interval Δ, is a martingale. Consider, as an example, wt. Explain why the assertion of this exercise is formally more general than the assertion of Example 2.1-1 (though it is very close).
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In Example 211 we first proved that the process X from this example is such th...View the full answer
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