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Question 2: Consider filtrations Gn Fn, n = 0,1,. If {Mn)n0 is adapted to {Gn}nzo and is a martingale with respect to {F}n0, is

Question 2: Consider filtrations Gn Fn, n = 0,1,. If {Mn)n0 is adapted to {Gn}nzo and is a martingale with respect to {F}n0, is it also a martingale with respect to {Gn}nzo?

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