Definitive Proof That Are Stochastic Integral Function Spaces
Proof: If is locally -integrable then there exist stopping times such that . Corollary 3 Let be a semimartingale and be a predictable process. Choose bounded predictable processes which tend to zero as goes to infinity. Hi George,I am basics how you define Lebesgue Stieltjes in Lemma 1 for non-Riemann