The Itō isometry is often used as an important step in the construction of the stochastic integral, by defining "H" · "M" to be the unique extension of this isometry from a certain class of simple integrands to all bounded and predictable processes.
The Itō isometry is often used as an important step in the construction of the stochastic integral, by defining "H" · "M" to be the unique extension of this isometry from a certain class of simple integrands to all bounded and predictable processes.