Generalization Definition: Yo,Y1,...is a martingale with respect to Xo,X1,... if,for all i≥0， Yi is a function of Xo,X1,...,Xi; 。E[Yi+1|X0,.,Xi]=Yi.Generalization Definition: Y0,Y1,... is a martingale with respect to X0,X1,... if, for all i ￾ 0, • Yi is a function of X0,X1,...,Xi ; • E[Yi+1 | X0,...,Xi] = Yi