Let (left(u_{n}, mathscr{A}_{n}ight)_{n in mathbb{N}}) be a martingale with (u_{n} in mathcal{L}^{2}left(mathscr{A}_{n}ight)). Show that [int u_{n} u_{k}
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Let \(\left(u_{n}, \mathscr{A}_{n}ight)_{n \in \mathbb{N}}\) be a martingale with \(u_{n} \in \mathcal{L}^{2}\left(\mathscr{A}_{n}ight)\). Show that
\[\int u_{n} u_{k} d \mu=\int u_{n \wedge k}^{2} d \mu\]
[ assume that \(n Equation 23.1
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Data from lemma 172 Using Lemma 172 we can approximate u E L by simple functions i...View the full answer
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