Solution
= Solution
The equal-time condition is the criterion proved equivalent to weak orthogonality in <i/solution>. Its equivalence with the quadratic-covariation condition follows from the <covariance identity for continuous square-integrable martingales> in <iii/solution>; its equivalence with the forward-stopping condition follows from the <optional sampling theorem> in <iv/solution>. These combine to give all four equivalences.