Suppose fnnbspuarr finfinnbspand ynnbsprarr yinfinnbspin l1
Problem:
Suppose Fn ↑ F∞ and Yn → Y∞ in L1. Show that E(Yn|Fn) →E(Y∞|F∞) in L1
Additional Information:
This problem is basically from Mathematics as well as it deals with calculation of martingale
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