If $ (X_n,\mathcal{F_n})_{n\in \mathbb{N}}$ is a martingale such that $ \forall$ n $ \in \mathbb{N}, \frac{X_{n+1}}{X_n}\in L^1$ what can be said about $ \mathbb{E}[\frac{X_{n+1}}{X_n}]$ ?Read more
If $ (X_n,\mathcal{F_n})_{n\in \mathbb{N}}$ is a martingale such that $ \forall$ n $ \in \mathbb{N}, \frac{X_{n+1}}{X_n}\in L^1$ what can be said about $ \mathbb{E}[\frac{X_{n+1}}{X_n}]$ ?Read more