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
Note: The solution is in handwritten format.
Total Word Count NA
If you are here for the first time, you can request for a discount coupon, which can knock off upto 20% of the quoted price on any service.