Let ((X, mathscr{A}, mu)) be a measure space and (left(u_{n}ight)_{n in mathbb{N}} subset L^{1}(mathscr{A})). Show that [m_{1}:=u_{1},

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Let $(X, \mathscr{A}, \mu)$ be a measure space and $\left(u_{n}ight)_{n \in \mathbb{N}} \subset L^{1}(\mathscr{A})$. Show that

\[m_{1}:=u_{1}, \quad m_{n+1}-m_{n}:=u_{n+1}-\mathbb{E}^{\mathscr{A}_{n}} u_{n+1}\]

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Measures Integrals And Martingales

ISBN: 9781316620243

2nd Edition

Authors: René L. Schilling

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Question Posted: Jan 25, 2024 01:07 AM

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Let ((X, mathscr{A}, mu)) be a measure space and (left(u_{n}ight)_{n in mathbb{N}} subset L^{1}(mathscr{A})). Show that [m_{1}:=u_{1},

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Obviously mkmk1 ukEluk Since m LA this show...View the full answer

Measures Integrals And Martingales

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