Let be a sub martingale and be an increasing convex function defined on R. Suppose Show that is a...Description Let be a sub martingale and be an increasing convex function defined on R. Suppose Show...

Let be a sub martingale and be an increasing convex function defined on R. Suppose Show that is a...Description

Let

be a sub martingale and be an increasing convex function defined on R. Suppose

Show that

is a martingale, show that

is a sub martingale, if is a convex function.



May 07, 2022
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