# pr.chance – Test for martingality of a sequence of measures Answer

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pr.chance – Test for martingality of a sequence of measures

Let $$(nu_t)_{t in [0,1]}$$ breathe Borel chance measures on a stochastic foundation $$(Omega,mathcal{F},(mathcal{F}_{t in [0,1]})_t,mathbb{P})$$ and suppose that $$(X_t)_{t in [0,1]}$$ is a stochastic course of for which $$X_t sim nu_t$$ for each $$t in [0,1]$$.

Can we determine if any such $$X_{cdot}$$ is a semi-martingale by trying solely at measures $$nu_{cdot}$$?

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