Question: 14.1 Let X = {Xn}n a stochastic process so that Xis are squared integrable and let n be its standard filtration. Suppose that Zn =

14.1 Let X = {Xn}n a stochastic process so that Xi’s are squared integrable and let ℱn be its standard filtration. Suppose that Zn = n i=1 Xn is a martingale. Show that E[XiXj ]=0 for all i = j.

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