Let (, F, P) be a probability space, G be a sub sigma field of F Supoose X is a random variable such that E(X 2 ) is finite and g is a G measurable function with finite second moment show

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Question: Let (, F, P) be a probability space, G be a sub-sigma-field of F. Supoose X is a random variable such that E(X 2 )

Let (, F, P) be a probability space, G be a sub-sigma-field of F. Supoose X is a random variable such that E(X²) is finite and g is a G-measurable function with finite second moment.

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