If I have a martingale $M_t$ and I know its quadratic variation $A_t$.
Is there a connection between $\frac{d}{dt}M_t$ and $A_t$? Could you give me a book reference?
Thank you very much
If I have a martingale $M_t$ and I know its quadratic variation $A_t$.
Is there a connection between $\frac{d}{dt}M_t$ and $A_t$? Could you give me a book reference?
Thank you very much
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