Let (M) be an (mathbf{F})-martingale and (Z) an adapted (bounded) continuous process. Prove that, for (0
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Let \(M\) be an \(\mathbf{F}\)-martingale and \(Z\) an adapted (bounded) continuous process. Prove that, for \(0 \[\mathbb{E}\left(M_{t} \int_{s}^{t} Z_{u} d u \mid \mathcal{F}_{s}\right)=\mathbb{E}\left(\int_{s}^{t} M_{u} Z_{u} d u \mid \mathcal{F}_{s}\right)\]
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Related Book For 
Mathematical Methods For Financial Markets
ISBN: 9781447125242
1st Edition
Authors: Monique Jeanblanc, Marc Yor, Marc Chesney
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