# a question about covariation in stochastic integration

Let H, K be bounded previsibe process. M, N be two local martingales. How can I prove $d<H.M, K.N>_t = H_tK_td<M,N>_t$

$<M>$ means the quadratic variation of M.

Thanks

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What happened to this question? –  Did Oct 17 '12 at 21:16
??     –  Did Oct 25 '12 at 5:16
Any ideas? Or suggest me some book for this question. Thanks! –  XXX11235 Nov 7 '12 at 2:46
Any idea about what happened to this question? –  Did Nov 7 '12 at 7:06
Thanks for your attention. It seems to be a basic thm. But I just don't know how to solve it. Tomorrow I will have a exercise class. Hope I will get the answer. –  XXX11235 Nov 8 '12 at 23:56