6. Let (Xn)n>o be a (Fn) no martingale and (Cn)no a predictable process. Justify that (C-X)n is a martingale when both Cn and Xn are square integrable (i.e. belong to L2) 6. Let (Xn)n>o be a (Fn) no martingale and (Cn)no a predictable process. Justify that (C-X)n is a martingale when both Cn and Xn are square integrable (i.e. belong to L2)