Abstract
For the remainder of this book, we shall only consider integrators M which are continuous local martingales. By Proposition 1.9 these are automatically local L 2-martingales. A more extensive treatment, encompassing right continuous integrators would require more elaborate considerations which are not suitable for inclusion in this short book.
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© 1983 Springer Science+Business Media New York
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Chung, K.L., Williams, R.J. (1983). Quadratic Variation Process. In: Introduction to Stochastic Integration. Progress in Probability and Statistics, vol 4. Birkhäuser, Boston, MA. https://doi.org/10.1007/978-1-4757-9174-7_4
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DOI: https://doi.org/10.1007/978-1-4757-9174-7_4
Publisher Name: Birkhäuser, Boston, MA
Print ISBN: 978-0-8176-3117-8
Online ISBN: 978-1-4757-9174-7
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