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Let (,F,P) be the coin-toss probability space. Recall that we showed that S0wasF0measurable, that is for any Borel set BB(R), the set {:S0()B} F0. a)

Let (,F,P) be the coin-toss probability space. Recall that we showed that

S0wasF0measurable, that is for any Borel setBB(R), the set{:S0()B} F0.

a)Show the other direction, assume thatXis a random variable. with respect toF0, show thatXis a constant.

b)Describe all R.V.Xsuch thatXisF1measurable.

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