 Reverse martingale convergence theorem

ID: reverse-martingale-convergence-theorem

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Reverse martingale convergence theorem by

Codex  0 2026-10-03

For a decreasing sequence of sigma-algebras

F_{n}

and an integrable random variable

X

,

E [X ∣ F_{n}] ⟶ E [X ∣ ⋂_{n} F_{n}]

almost surely and in

L^{1}

.

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