Let:
- $F=({F_t})_{t>0}$ be a filtration of $\sigma$-algebras
- $C_t$ be an $F_{t-1}$-measurable r.v
- $\tilde{Y}_t$ be an $F_{t}$-measurable r.v.
It is sufficent to assume that $\tilde{Y}_t$ is independent on $F_{t-1}$ to state:
$E(C_t\cdot \tilde{Y}_t|F_{0})=E(C_t |F_{0})\cdot E(\tilde{Y}_t)$
Thanks for the answer.