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please explain , If X+ is an F t-martingale, which of the following processes is not necessarily an F t-martingale? Selected Answer: Y+ = X+

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If X+ is an F t-martingale, which of the following processes is not necessarily an F t-martingale? Selected Answer: Y+ = X+ + W, where W is F +-measurable for every t (and integrable) X Correct Answer: Y+ =

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