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Let (Xt)tā„0(X_{t})_{t\ge 0}(Xtā)tā„0ā be a right continuous (Ft)tā„0(\mathcal{F}_{t})_{t\ge 0}(Ftā)tā„0ā-martingale and let TTT be a (Ft)tā„0(\mathcal{F}_{t})_{t\ge 0}(Ftā)tā„0ā-stopping time. Then XT=(XtT)tā„0=(XTā§t)tā„0X^{T}=(X_{t}^{T})_{t\ge 0}=(X_{T\wedge t})_{t\ge 0}XT=(XtTā)tā„0ā=(XTā§tā)tā„0ā is a right continuous (Ft)(\mathcal{F}_{t})(Ftā)-martingale.
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