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A question about martingale

  1. Oct 11, 2008 #1
    question in attached file.
    thanks in advance

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  2. jcsd
  3. Oct 11, 2008 #2
    the lecture told us to think about that this way:
    if 0<t1<t2<---<tk<t
    1. first, what is the conditional probability of z_n(t)-z_n(tk) given that z_n(t1),z_n(t2)...z_n(tk) ?
    2. is this process z_n(t) Markovian?
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