Check whether the following processes are martingales w.r.t. (a) X(t) = B(t) + 4t {Ft}.

A First Course in Probability (10th Edition)
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ISBN:9780134753119
Author:Sheldon Ross
Publisher:Sheldon Ross
Chapter1: Combinatorial Analysis
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Check whether the following processes are martingales w.r.t.
(a) X(t) = B(t) + 4t
{Ft}.
Transcribed Image Text:Check whether the following processes are martingales w.r.t. (a) X(t) = B(t) + 4t {Ft}.
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