Let (Xn) be a martingale and write âˆ†n = Xn − Xn−1, Suppose that bm ↑ ∞ and Σ∞m=1 b −2m Eâˆ†2m < ∞. Prove that Xn/bn → 0 a.s.
The question belongs to Mathematics and it is about martingale calculation
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