Show that a predictable martingale is as constant formally
Show that a predictable martingale is a.s. constant: Formally, show that if {(Xn, Fn), n ≥ 0} is a martingale, such that Xn∈ Fn-1 for all n, then Xn = X0 a.s. for all n.
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prove that a non-negative uniformly integrable sub martingale that converges to 0 as as n rarr infin is identically
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a construct a martingale that converges to -infin as as n rarr infinsums of independent random variables with mean 0
show that a predictable martingale is as constant formally show that if xn fn n ge 0 is a martingale such that xnisin
problem - stewart corporation is reviewing an investment proposal the initial cost and related data for each year of
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1 payback npv and irr rieger international is attempting to evaluate the feasibility of investing 108000 in a piece of
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