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3.2 Let (Yn) be a square integrable (Fn)n-martingale. 3.2.1 State the Jensen's inequality. 3.2.2 Show that (Y2) is an (Fn)n-submartingale. 3.2 Let (Yn) be a
3.2 Let (Yn) be a square integrable (Fn)n-martingale. 3.2.1 State the Jensen's inequality. 3.2.2 Show that (Y2) is an (Fn)n-submartingale.
3.2 Let (Yn) be a square integrable (Fn)n-martingale. 3.2.1 State the Jensen's inequality. 3.2.2 Show that (Yn2) is an (Fn)n-submartingale. 3.2 Let (Yn) be a square integrable (Fn)n-martingale. 3.2.1 State the Jensen's inequality. 3.2.2 Show that (Yn2) is an (Fn)n-submartingale
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Public Finance
Authors: Harvey S Rosen
6th Edition
0072374055, 978-0072374056
