Throughout the proof, all the assumptions of Theorem (1.3) are in force. Without loss of generality, and for notational convenience, it is assumed that ¯¯¯P=P∞. Then, with Zn:=(dPn/d¯¯¯P)|¯¯¯F for all n∈N∪{∞}, ¯¯¯P-limn→∞ZnT=1=Z∞T holds for all T∈R+.