Mathematics Stack Exchange is a question and answer site for people studying math at any level and professionals in related fields. Join them; it only takes a minute:

Sign up
Here's how it works:
  1. Anybody can ask a question
  2. Anybody can answer
  3. The best answers are voted up and rise to the top

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.


share|cite|improve this question
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

Your Answer


By posting your answer, you agree to the privacy policy and terms of service.

Browse other questions tagged or ask your own question.