Let (Xn) be a martingale with supnE|Xn| < ∞. Show that there is a representation Xn = Yn – Zn where (Yn) and (Zn) are non-negative martingales such that supn EYn < ∞ and supn EZn < ∞
The question belongs to Mathematics and it is about non-negative martingale calculation
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