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Question 8 Let (Xn)neNo be a sequence of bounded random variables and consider the filtration (Fn)neNo defined by Fn := o(Xo, X1, . .., Xn),

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Question 8 Let (Xn)neNo be a sequence of bounded random variables and consider the filtration (Fn)neNo defined by Fn := o(Xo, X1, . .., Xn), neNo. Assume that for each n e No we have E[Xn+1 | Fn] = 2Xn+ 1. Moreover, consider the process Zn : =2 "Xn +2 ", neNo. Then, the process (Zn)nEN, is a martingale with respect to (Fn) neNo YES NO

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