Calculation Of Non-Negative Martingale

Question

Let (X_n) be a martingale with sup_nE|X_n| < ∞. Show that there  is a representation X_n  = Y_n – Z_n where (Y_n) and (Z_n) are non-negative martingales such that supn EY_n < ∞ and sup_n EZ_n < ∞

Summary

The question belongs to Mathematics and it is about non-negative martingale calculation

Note: The solution is in handwritten format.

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