Let $X_{n}, Y_{n}$ be independent martingals. Is it also the case that $X_{n} + Y_{n}$ is a martingale? And if we drop the independence condition does ist also define a martingal?
2026-03-26 17:18:15.1774545495
Given two martingals sum also martingal?
156 Views Asked by user562724 https://math.techqa.club/user/user562724/detail AtRelated Questions in PROBABILITY
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