I have started learning about stochastic integrals and read that ordinary Lebesgue-Stieltjes integral is not applicable as the martingales are of unbounded variation. Consequently the author says that integrals with respect to the quadratic variation of martingale(square integrable continuous) can be defined.So is the total variation of the quadratic variation of martingales bounded?
2026-04-06 20:32:07.1775507527
Total variation of quadratic variation
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