= Square-integrable stochastic integrand
{title2=$L^2(M)$}
For a zero-starting L2-bounded continuous martingale $M$, the space $L^2(M)$ consists of predictable $H$ with $\mathbb E\int_0^\infty H_s^2\,d[M]_s<\infty$, identifying processes equal almost everywhere for the quadratic-variation measure. The finite-horizon version stops the integral at $T$. The <Itô integral> is the isometric extension from elementary predictable integrands.
// Target: probability-and-statistics.bigb
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