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Almost surely in definition of Martingale

$(X_n), n \in \mathbb{N}$ is a stochastic process. I saw in one definition of Martingale that $$E [X_{n+1} |X_0 , X_1 , . . . , X_n ] = X_n \quad a.s., \forall n \geq 0.$$ I understand what "almost ...