Quadratic covariation under an absolutely continuous measure change

For continuous semimartingales and $Q\ll P$, their quadratic covariation has the same version under the two probability measures, up to $Q$-indistinguishability of stochastic processes. The dyadic product sums have the same limit by uniform convergence on compacts in probability under an absolutely continuous measure change. Uniqueness of a limit in probability identifies that limit with the bracket under $Q$. Semimartingale stability under an absolutely continuous measure change supplies the correct class under $Q$: a local martingale need not remain a local martingale. Taking the two processes equal proves the same statement for quadratic variation without a separate assumption.