Question: Answer this question. Exercise 7 Let (2, o, P) be a probability space and (Fn)n : N be a filtration. Assume that o = UnEN

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Exercise 7 Let (2, o, P) be a probability space and (Fn)n : N be a filtration. Assume that o = UnEN Fn Prove that, for all g E 12 (0, 6, P), E(g |Fk) - g almost surely

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