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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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    What happened to [this question](http://math.stackexchange.com/q/215103)?2012-10-17
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    ?? $ $ $ $ $ $ $ $2012-10-25
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    Any ideas? Or suggest me some book for this question. Thanks!2012-11-07
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    Any idea about what happened to [this question](http://math.stackexchange.com/q/215103)?2012-11-07
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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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