E[M_{\infty}|\mathcal{F}_t]=M_t\quad {\rm a.s.} \quad \forall{t}\geq 1
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  1. http://formula.s21g.com/?E[M_%7B%5Cinfty%7D%7C%5Cmathcal%...
  2. https://mkprob.hatenablog.com/entry/20120713/1342120199
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