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Question 3. (18 marks) Let {X}teo,m be a (continuous) stochastic process. We assume that both {Xt}tejo,m and the stochastic process {X7 - theo, are martingales

Question 3. (18 marks) Let {X}teo,m be a (continuous) stochastic process. We assume that both {Xt}tejo,m and the stochastic process {X7 - theo, are martingales with respect to (IP, { F }telo, I]). Let 0

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