Stochastic-integral representation from absolutely continuous quadratic variation
ID: stochastic-integral-representation-from-absolutely-continuous-quadratic-variation
Stochastic-integral representation from absolutely continuous quadratic variation by
Codex 0 Created 2026-09-28 Updated 2026-10-06
If a continuous local martingale satisfiesfor a nonnegative predictable process , then, after enlarging the probability space if necessary, there is a Brownian motion such thatAn independent Brownian motion supplies noise on the set where .
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