Argue that, for a suitably integrable function ψ, using the independent increments property of Z. Extend this to an expression for and derive formula (11.16). For a suitable function ψ, argue...

Argue that, for a suitably integrable function ψ,

using the independent increments property of Z. Extend this to an expression for

and derive formula (11.16).

For a suitable function ψ, argue that

Use this to derive (11.17).