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![probability theory - For a positive cadlag process $U$ and local martingale $X$, why is $\int U^{-1}d[U,X]$ a finite variation process? - Mathematics Stack Exchange](https://i.stack.imgur.com/6rVWA.png "probability theory - For a positive cadlag process $U$ and local martingale $X$, why is $\int U^{-1}d[U,X]$ a finite variation process? - Mathematics Stack Exchange")
probability theory - For a positive cadlag process $U$ and local martingale $X$, why is $\int U^{-1}d[U,X]$ a finite variation process? - Mathematics Stack Exchange
measure theory - $L^2$ bounded implies uniformly integrable - Mathematics Stack Exchange
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probability theory - how to construct a square-integrable martingale by using standard stopping time argument? - Mathematics Stack Exchange
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