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Supppose {(Xn, Bn), n 2 0) is a martingale such that for all n > 0 we have Xn+1/Xn E L1. Prove E(Xn+1/Xn) = 1

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Supppose {(Xn, Bn), n 2 0) is a martingale such that for all n > 0 we have Xn+1/Xn E L1. Prove E(Xn+1/Xn) = 1 and show for any n 2 1 that Xn+1/Xn and Xn/ Xn-1 are uncorrelated

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