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Let H, K be bounded previsibe process. M, N be two local martingales. How can I prove $d_t = H_tK_td_t$

$$ means the quadratic variation of M.

Thanks

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    Thanks for your attention. It seems to be a basic thm. But I just don't know how to solve it. Tomorrow I will have a exercise class. Hope I will get the answer.2012-11-08

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