Question: Hi, able to help with qn 1 with clear steps and explanations ? In what follows we let 7 > 0 and we consider a

Hi, able to help with qn 1 with clear steps and explanations ?

In what follows we let 7 > 0 and we consider a filtration ()tejo,7 on [0, 7] with Fo = {0, 0} and a probability measure P on (2, Fr). An (Fthejo,adapted process (My)tejo,7] is called a (true) martingale on [0, T] if i) E[|Mil]

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