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Why is ${|f_n-f|^p}$ uniformly integrable and tight iff {$|f_n|^p$} is uniformly integrable and tight ($f_n \rightarrow f$ pointwise)? - Mathematics Stack Exchange
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Karatzas and Shreve solution to uniform integrability of backward martingale - Mathematics Stack Exchange
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Karatzas and Shreve solution to uniform integrability of backward martingale - Mathematics Stack Exchange
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