Question: This question is from https://www.coursehero.com/u/file/74219022/Tutorial-6pdf/#question Detailed explanation appreciated 2. Q. 12, set 6. Show that aB, + b for any constants a, b is a

This question is from https://www.coursehero.com/u/file/74219022/Tutorial-6pdf/#question

Detailed explanation appreciated

This question is from https://www.coursehero.com/u/file/74219022/Tutorial-6pdf/#questionDetailed explanation appreciated 2. Q. 12, set 6.

2. Q. 12, set 6. Show that aB, + b for any constants a, b is a martingale, but aB, + bt is a martingale if and only if b = 0

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