Let (N, F, P) be a probability space and Fn a filtration Sup pose that (Xn, Fn) and (Yn, Fn) are martingales and T is a stopping time with respect to Fn and XT YT Is 3D Xn, n T a martingale with respect to Fn Let (N, F, P) be a probability space and Fn a filtration Sup pose that (Xn, Fn) and (Yn, ...

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Let (N, F, P) be a probability space and Fn a filtration. Sup- pose that (Xn,...

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An Introduction to Analysis

ISBN: 978-0132296380

4th edition

Authors: William R. Wade

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Let (N, F, P) be a probability space and Fn a filtration. Sup- pose that (Xn,...

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An Introduction to Analysis

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