# Question: let m0 0 and m1 ...

###### Question details

Let M_{0} = 0 and M_{1}, . . . , M_{n}
be a martingale sequence with respect to a filtration
F_{1}, . . . , F_{n}, Suppose that B_{1},
B_{2,} . . . is a *predictable* sequence of random
variables with respect to the given filtration:
j . Show that the sequence
is a martingale.