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Author: WikiMatrix
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English[en]
Similarly, the condition that H is adapted implies that the stochastic integral will not diverge when calculated as a limit of Riemann sums (Revuz & Yor 1999, Chapter IV).
Chinese[zh]
相似地,调配H的条件暗示,当作为黎曼和极限进行计算的时候,随机积分不会收敛(Revuz & Yor 1999, Chapter IV)。