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Calculate the value of martingale

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Reference no: EM13830274

Problem:

Suppose Fn ↑ F∞ and Yn → Y∞ in L1. Show that E(Yn|Fn) →E(Y∞|F∞) in L1

Additional Information:

This problem is basically from Mathematics as well as it deals with calculation of martingale

Reference no: EM13830274

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