Quadratic variation under an absolutely continuous measure change
ID: quadratic-variation-under-an-absolutely-continuous-measure-change
If and a continuous semimartingale is a semimartingale under both measures, its quadratic variations agree -indistinguishably. The same squared-increment sums converge uniformly on compacts in probability under both measures: absolute continuity transfers the original convergence, and uniqueness of the limit identifies the two continuous versions. Equivalence of measures is unnecessary.
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