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For a bounded stopping time and a square-integrable representation ,
The cross terms vanish because predictable multiples of distinct independent signs are orthogonal martingale differences.

Ancestors (9)

  1. Predictable representation in a Rademacher filtration
  2. Martingale transform
  3. Predictable process
  4. Martingale
  5. Probability theory
  6. Probability and statistics
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