Given a random variable C whose value is known by time T, and such that E[|C|] is

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Given a random variable C whose value is known by time T, and such that E[|C|] is infinite, show that the process M(t) : = Et[C] is a martingale on the time interval [0, T].
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Organic Chemistry

ISBN: 9788120307209

6th Edition

Authors: Robert Thornton Morrison, Robert Neilson Boyd

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