Let $X,Y$ are random variables such that $E(|X|)+E(|Y|)<\infty$, and the random variable $E(X|Y)=X$ a.s. and $E(Y|X)=Y$ a.s .
Then is it true that $X=Y$ a.s. ?
Let $X,Y$ are random variables such that $E(|X|)+E(|Y|)<\infty$, and the random variable $E(X|Y)=X$ a.s. and $E(Y|X)=Y$ a.s .
Then is it true that $X=Y$ a.s. ?
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If $Y=X^{3}$ then the two equations are satisfied but $X =Y$ may not hold.