Question: Let (Sn)n be the simple symmetric random walk with So = 0. Define n-1 Mn = Sal -> 1S*=0, for n E N. K=0 Let

Let (Sn)n be the simple symmetric random walk with So =

Let (Sn)n be the simple symmetric random walk with So = 0. Define n-1 Mn = \\Sal -> 1S*=0, for n E N. K=0 Let Fn = (So, S1, ..., Sn). Prove that (Mn)n is a martingale w.r.t to (Fr)

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