Write the explanation in detail please Let (Mt, te I) be a martingale. Let T be a

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Write the explanation in detail please Let (Mt, te I) be a martingale. Let T be a stop time that takes values in an enumerable set. Let Y be a bounded random variable F-measurable. Let N, = Y (M, - My ). Prove that (N.) it's a martingale

Posted Date: Jun 21, 2024 01:04 AM

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Write the explanation in detail please Let (Mt, te I) be a martingale. Let T be a

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