For any such square integrable martingale "M", the quadratic variation process ["M"] is integrable, and the Itō isometry states that:formula_20This equality holds more generally for any martingale "M" such that "H"2 · ["M"]"t" is integrable.
For any such square integrable martingale "M", the quadratic variation process ["M"] is integrable, and the Itō isometry states that: formula_27This equality holds more generally for any martingale "M" such that "H"² · ["M"]"t" is integrable.