Question: Question 3: (a) Let Y be a random variable with mean E(Y) = 0 and [Y| o be a martingale adapted to the filtration {Fn),

Question 3: (a) Let Y be a random variable with mean E(Y) = 0 and [Y| o be a martingale adapted to the filtration {Fn), , with initial value Mo = 0. Assume that there exist some positive constants on such that Mn - Mn-1|

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