Question: 1.7. For n = 0, 1, ... , show that (a) B(n) and (b) B(n)2 - n are martingales (see II, Section 5).

1.7. For n = 0, 1, ... , show that

(a) B(n) and

(b) B(n)2 - n are martingales

(see II, Section 5).

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