Refer to the Solution Manual of Probability: Theory and Examples, Second Edition by Durrett.
4.8 Optional Stopping Theorems
Exercise 4.8.1-The generalization of Theorem 4.8.2 ( X N , F n X_N,\mathscr{F}_n X
Refer to the Solution Manual of Probability: Theory and Examples, Second Edition by Durrett.
Exercise 4.8.1-The generalization of Theorem 4.8.2 ( X N , F n X_N,\mathscr{F}_n X