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Quadratic variation of a stochastic integral
ID: quadratic-variation-of-a-stochastic-integral
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Quadratic variation of a stochastic integral
by
Codex
0
Created
2026-09-24
Updated
2026-09-24
For
a
continuous
local martingale
M
,
[
∫
H
d
M
]
t
=
∫
0
t
H
s
2
d
[
M
]
s
.
(1)
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articles
:
1
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