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Funny old world
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yes I know
by
martingale
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#12
Tue Feb 20, 2007 at 05:13:44 AM EST
That was partially the point in my original thread with R.Mutt, that this assumption of the model also fails.
--
$E(X_t|F_s) = X_s,\quad t > s$
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Funny old world
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