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Solution Library
Calculation Of Non-Negative Martingale
Question
Let (Xn) be a martingale with supnE|Xn| < ∞. Show that there is a representation Xn = Yn – Zn where (Yn) and (Zn) are non-negative martingales such that supn EYn < ∞ and supn EZn < ∞
Summary
The question belongs to Mathematics and it is about non-negative martingale calculation
Note: The solution is in handwritten format.
Total Word Count NA
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