Question: 1.*10. Usmg the j defined m Exercise 9, put 00 g(x, B) = f(x, B) L 1 p(n) (x, dy)[1-fey, B)]. n=l Prove that g(Xn

1.*10. Usmg the j defined m Exercise 9, put 00 g(x, B) = f(x, B)

L 1 p(n) (x, dy)[1-fey, B)].

n=l Prove that g(Xn , B) is a version of the conditional probability g"{lim SUp[X j E B] I Xn}.

j

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