Mais geralmente, uma sequência Y 1 , Y 2 , Y 3 , ...
E ( | Y t | ) 🍐 < ∞ {\displaystyle \mathbf {E} (\vert Y_{t}\vert )<\infty }
{\displaystyle \mathbf {E} (Y_{t}\mid \{X_{\tau },\tau \leq s\})=Y_{s}\quad \forall s\leq t.}
, 🍐 X n ] = p ( q / p ) X n + 1 + q ( q / p 🍐 ) X n − 1 = p ( q / p ) ( q / p ) X n + 🍐 q ( p / q ) ( q / p ) X n = q ( q / p ) 🍐 X n + p ( q / p ) X n = ( q / p ) X n = 🍐 Y n .
{\displaystyle X_{t+1},X_{t+2},...