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Problem regarding the martingale calculation

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Reference no: EM13830270

Problem:

Let (Xn) be a martingale and write ∆n = Xn - Xn-1, Suppose that bm ↑ ∞ and Σ∞m=1 b -2m E∆2m < ∞. Prove that Xn/bn → 0 a.s.

Additional Information:

This problem is basically from Mathematics and it is about martingale calculation

Note: The solution is in handwritten format.

Reference no: EM13830270

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