a question about covariation in stochastic integration
1
$\begingroup$
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
stochastic-integrals
asked 2012-10-17
user id:44919
111
99bronze badges
0
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
0 Answers
0
Related Posts
[215103] a simple measure theory question (from homework)