Suppose {$(X_n,B_n), n\ge 0$} is a positive supermartingale and $v$ is a stopping time. Define $X_n^{'}:=E(X_{v∧n}|B_n), n\ge 0.$
Show{$(X_n^{'},B_n), n\ge 0$} is again a positive supermartingale.
Some hints: Use the pasting lemma or proceed from first principle.
I have calculate E$(X_n^{'}|B_n)$ but does not find interesting results.
Thanks for any help.