Given a Cadlag local martingale $X$ and a predictable process $H$ such that $\mathbb{E}[\int_0^\infty H_t^2d[X,X]_t]<\infty$ how can one show that $(H\cdot X)_t$ is again a local martingale?
2026-03-28 20:53:45.1774731225
Why is this stochastic integral a local martingale
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