= Weakly orthogonal continuous martingales
{title2=$\mathbb E[M_sN_t]=0\quad(s,t\ge0)$}
For zero-starting <L2-bounded continuous martingales>, this condition is equivalent to $\mathbb E[M_tN_t]=0$ at equal times, by conditioning the later factor. The <covariance identity for continuous square-integrable martingales> also makes it equivalent to $\mathbb E[M,N]_t=0$. It is weaker than the vanishing bracket condition for <orthogonal continuous local martingales>: $B_{t\wedge1}$ and $B_{t\wedge1}^2-(t\wedge1)$ have zero equal-time covariance but nonzero bracket $2\int_0^{t\wedge1}B_sds$.
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