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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Basic Statistics: Show that a predictable martingale is as constant formally
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