Quadratic variation of a stochastic integral

For a continuous local martingale

M

,

[\int H d M]_{t} = \int_{0}^{t} H_{s}^{2} d [M]_{s} .

 Ancestors (8)

 Incoming links (1)

Past exam of the mathematics course of the University of Cambridge / 2026 / iii / Paper 202 / 1 / b / Solution

 View article source

 Discussion (0)

There are no discussions about this article yet.

 Articles by others on the same topic (0)

There are currently no matching articles.

  See all articles in the same topic Create my own version