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Problem on submartingale converging

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Reference no: EM13830266

Problem:

Let (Xn) be a submartingale such that supn Xn < ∞ a.s. and E supn (Xn-Xn-1) + < ∞. Show that Xn converges a.s.

Additional Information:

This problem is bascially from Mathematics and it is about submartingale converging.

Note: The solution is in handwritten format.

Reference no: EM13830266

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