4. (10 points) Let (N, F, (Ft) t0, P) be a filtered probability space and let...

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4. (10 points) Let (N, F, (Ft) t0, P) be a filtered probability space and let Z = L(F). Let X = E[Z|Ft]. Show that X is a uniformly integrable martingale with respect to the given filtration. 4. (10 points) Let (N, F, (Ft) t0, P) be a filtered probability space and let Z = L(F). Let X = E[Z|Ft]. Show that X is a uniformly integrable martingale with respect to the given filtration.