Solved: Let xn be a submartingale such that supnnbspxnnbsplt infin, Mathematics

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Let xn be a submartingale such that supnnbspxnnbsplt infin

Problem:

Let (X_n) be a submartingale such that sup_n X_n < ∞ a.s. and E sup_n (X_n-X_n-1) + < ∞. Show that X_n converges a.s.

Additional Information:

This problem is bascially from Mathematics and it is about submartingale converging.

Note: The solution is in handwritten format.

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Mathematics: Let xn be a submartingale such that supnnbspxnnbsplt infin

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Mathematics: Let xn be a submartingale such that supnnbspxnnbsplt infin

Reference No:- TGS01110530

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