In the proof of Itos formula in 'Brownian motion and Stochastic calculus' by Ioannis Karatzas, Steven E. Shreve it says the following
where
while the lemma 1.5.9 says
where is the 48 coming from?
In the proof of Itos formula in 'Brownian motion and Stochastic calculus' by Ioannis Karatzas, Steven E. Shreve it says the following
where
while the lemma 1.5.9 says
where is the 48 coming from?
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