Question: Assume that (Xn, Fn) is a submartingale, that (Hn)n∈N is predictable, and that each Hn is non-negative and bounded. Show that ((H · X)n, Fn) is a submartingale.
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2026-04-11 14:50:56.1775919056
Question about a predictable process - submartingale
30 Views Asked by Bumbble Comm https://math.techqa.club/user/bumbble-comm/detail AtRelated Questions in MARTINGALES
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