For any "p" ≥ 1 and bounded predictable integrand, the stochastic integral preserves the space of càdlàg martingales "M" such that E[("M*t")"p"] is finite for all "t".
For any "p" ≥ 1 and bounded predictable integrand, the stochastic integral preserves the space of cadlag martingales "M" such that E(("M""t"*)"p") is finite for all "t".