widadabbess4877 widadabbess4877
  • 18-01-2024
  • Mathematics
contestada

Let Xₙ and Yₙ be two martingales with respect to Fₙ. Both Xₙ and Yₙ are square integrable, and X₁ =Y₁ =0. Show that:
a) E[Xₙ]=0
b) E[Yₙ]=0
c) Var(Xₙ)=0
d) Var(Yₙ​)=0

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