5.2.7. Exit distributions. Let Vo = inf{n 2 0 : X, e C} and let h(x) = P.(VA 0 for all re S - (AU B). (i) Show that h(r) = p(r, y)h(y) for re AUB (ii) Show that if h satisfies (*) then h(X (nA VAUB)) is a martingale. (iii) Use this and Exercise 5.2.6 to conclude that h(r) = P.(VA