1. Other
2. Other
3. let m0 0 and m1 ...

# Question: let m0 0 and m1 ...

###### Question details

Let M0 = 0 and M1, . . . , Mn be a martingale sequence with respect to a filtration F1, . . . , Fn, Suppose that B1, B2, . . . is a predictable sequence of random variables with respect to the given filtration: j . Show that the sequence is a martingale.