Question: From Stochastic Process class. I am having trouble solving it.. 3 ) If fan's is a martingale , relative to the filtration In ) ,

From Stochastic Process class. I am having trouble solving it..

From Stochastic Process class. I am having trouble solving it.. 3 )

3 ) If fan's is a martingale , relative to the filtration In ) , show that A VarIn = 5 Varie 7 1 1 =1

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