Question: Let {Xj,j > 1} be a nonnegative submartingale. Show that for any stopping time T, E[X-] < lim E[X,].

Let {Xj,j > 1} be a nonnegative submartingale. Show that for any

Let {Xj,j > 1} be a nonnegative submartingale. Show that for any stopping time T, E[X-] < lim E[X,].

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