Question: 5. The stochastic process X = (Xn, n E N) is such that (X,+1 | Xo, . .., Xn) ~ U(Xn, 1), k E N,

5. The stochastic process X = (Xn, n E N) is

5. The stochastic process X = (Xn, n E N) is such that (X,+1 | Xo, . .., Xn) ~ U(Xn, 1), k E N, with Xo = 0. Show that Y = (Y,,), with Y,, = 2"(1 - X,), is a martingale with respect to the natural filtration of X

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