2. Let (2, F, P) be a probability space and let F = (Fn)nzo be a filtration. Given an F- predictable process (Hn)nz0, which is uniformly bounded, and an F-martingale (Xn)n>0, we define a process (Vn)n20 by n Vo = 0, V₁ = Hk(Xk – Xk-1). k=1 Prove that (V)nzo is still an F-martingale.

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Q: (x,4

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Q: None

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