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bronze badges vote answers views $(x_{s}, x_{t})$ is a sub-martingale with respect to the filtration $(\mathcal{f}_{s}, \mathcal{f}_{t})$ i'm reading a theorem about stopping time in my lecture note: let $\left(\omega, \mathcal{f},(\mathcal{f}_{n})_{n \in \mathbb{n}}, \mathbb p\right)$ be a filtered...
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