Uniformly integrable martingale convergence theorem

A uniformly integrable martingale

M_{n}

has almost sure convergence and convergence in L1 to an integrable random variable

M_{\infty}

, and

M_{n} = E [M_{\infty} ∣ F_{n}]

.

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Dyadic slope-tail criterion for absolute continuity
Past exam of the mathematics course of the University of Cambridge / 2017 / iii / Paper 201 / 3 / a / Solution
Past exam of the mathematics course of the University of Cambridge / 2017 / iii / Paper 201 / 3 / d / Solution
Past exam of the mathematics course of the University of Cambridge / 2018 / iii / Paper 201 / 2 / a / Solution

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