E[\exp(\zeta_t(X))|\mathcal{F}_s]&=&\exp(\zeta_s(X))E[\exp(\zeta_t(X)-\zeta_s(X))|\mathcal{F}_s]\\ &=&\exp(\zeta_s(X))\quad {\rm a.s.}
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  1. http://formula.s21g.com/?E[%5Cexp(%5Czeta_t(X))%7C%5Cmath...
  2. https://mkprob.hatenablog.com/entry/20120714/1342255001
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