If H is as in (18.1) and N is defined by (18.2), show that N is a martingale, is given by (18.3). Suppose is a collection of subsets of S such that if and Show that for each t, tends to zero...


If H is as in (18.1) and N is defined by (18.2), show that N is a martingale,

is given by (18.3).


Suppose

is a collection of subsets of S such that

if

and




Show that for each t,





tends to zero almost surely as





May 22, 2022
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