Show that if {Z n ; n ≥ 1} is a martingale relative to a joint process {Z n , X n ; n ≥ 1} and if J is a stopping trial for {Z n ; n ≥ 1} relative to {Z n , X n ; n ≥ 1}, then E [Z J ] = E [Z 1 ] if...

Show that if {Z_n; n ≥ 1} is a martingale relative to a joint process {Z_n, X_n; n ≥ 1} and if J is a stopping trial for {Z_n; n ≥ 1} relative to {Z_n, X_n; n ≥ 1}, then E [Z_J] = E [Z₁] if and only f(9.80) is satisfied.