Hello, guys!
Can anybody give a hint on how to prove that (on continuous time setting with t in [0,T]) if M is a supermartingale such that E[M(T)] = M(0), then M is in fact a martingale.
Would appreciate any help. Thanks!
Hello, guys!
Can anybody give a hint on how to prove that (on continuous time setting with t in [0,T]) if M is a supermartingale such that E[M(T)] = M(0), then M is in fact a martingale.
Would appreciate any help. Thanks!