Show that any process X t such that E X( t,t X t 0 for any t and 0 is a martingale ...

Show that any process X t such that E{X( t,t+] |X t } = 0 for any

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Show that any process X_t such that E{X(_t,t+δ] |X^t} = 0 for any t and δ ≥ 0 is a martingale.

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Probability And Stochastic Modeling

ISBN: 9781439872062

1st Edition

Authors: Vladimir I. Rotar

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Question Posted: Jan 11, 2024 09:01 AM

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Show that any process X t such that E{X( t,t+] |X t } = 0 for any

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Probability And Stochastic Modeling

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