Show that a predictable martingale

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Show that a predictable martingale is a.s. constant: Formally, show that if {(X_n, F_n), n ≥ 0} is a martingale, such that X_n∈ F_n_-1 for all n, then X_n = X₀ a.s. for all n.

Reference no: EM131830329

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