These are used to show that if ("M*t")p is integrable and "H" is a bounded predictable process then:formula_22and, consequently, "H" · "M" is a "p"-integrable martingale.
These are used to show that if ("M""t"*)p is integrable and "H" is a bounded predictable process then: formula_30and, consequently, "H" · "M" is a "p"-integrable martingale.