It is clear that every (I am particularly interested in continuous) semimartingale has a well defined quadratic variation process. However, what can be said about processes that have a well defined quadratic variation process? Is there a statement that says what exactly is needed in addition to existence of the quadratic variation in order for a process to be a semimartingale?
2026-02-23 12:02:52.1771848172
Quadratic Variation and Semimartingales
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