2124 CHAPTER 63. THE QUADRATIC VARIATION OF A MARTINGALE

Using a similar manipulation to what was just done to show the mixed terms equal 0, thisequals

C2q

∑k=p

E(∣∣∣∣M (t ∧ τ

nk+1)∣∣∣∣2)−E

(||M (t ∧ τ

nk)||

2)

≤ C2E(∣∣∣∣M (t ∧ τ

nq+1)∣∣∣∣2− ∣∣∣∣M (t ∧ τ

np)∣∣∣∣2)

The integrand converges to 0 as p,q→ ∞ and the uniform bound on M allows a use of thedominated convergence theorem. Thus the partial sums of the series of 63.2.6 converge inL2 (Ω) as claimed.

By adding in the values of{

τn+1k

}Pn (t) can be written in the form

2 ∑k≥0

(M(τ

n+1′k

),(M(t ∧ τ

n+1k+1

)−M

(t ∧ τ

n+1k

)))where τ

n+1′k has some repeats. From the construction,∣∣∣∣M (τn+1′

k

)−M

n+1k

)∣∣∣∣≤ 2−(n+1)

Thus

Pn (t)−Pn+1 (t) = 2 ∑k≥0

(M(τ

n+1′k

)−M

n+1k

),(M(t ∧ τ

n+1k+1

)−M

(t ∧ τ

n+1k

)))and so from Proposition 63.1.4 applied to ξ k ≡M

n+1′k

)−M

n+1k

),

E(||Pn (t)−Pn+1 (t)||2

)≤(

2−2nE(||M (t)||2

)). (63.2.8)

Now t→ Pn (t) is continuous because it is a finite sum of continuous functions. It is alsothe case that {Pn (t)} is a martingale. To see this use Lemma 63.1.1. Let σ be a stoppingtime having two values. Then using Corollary 63.1.3 and the Doob optional samplingtheorem, Theorem 62.7.14

E

(q

∑k=0

(M (τn

k) ,(M(σ ∧ τ

nk+1)−M (σ ∧ τ

nk))))

=q

∑k=0

E((

M (τnk) ,(M(σ ∧ τ

nk+1)−M (σ ∧ τ

nk))))

=q

∑k=0

E((

E(M (τn

k) ,(M(σ ∧ τ

nk+1)−M (σ ∧ τ

nk)))|Fτn

k

))=

q

∑k=0

E((

M (τnk) ,E

(M(σ ∧ τ

nk+1)−M (σ ∧ τ

nk))|Fτn

k

))=

q

∑k=0

E((

M (τnk) ,E

(M(σ ∧ τ

nk+1∧ τ

nk)−M (σ ∧ τ

nk))))

= 0

2124 CHAPTER 63. THE QUADRATIC VARIATION OF A MARTINGALEUsing a similar manipulation to what was just done to show the mixed terms equal 0, thisequalsCY e (|Meat) _E (lim (er zp)IP)< CE (JM (net )||?—|[M(eaet)|?)The integrand converges to 0 as p,q — © and the uniform bound on M allows a use of thedominated convergence theorem. Thus the partial sums of the series of 63.2.6 converge inL? (Q) as claimed.By adding in the values of a } P, (t) can be written in the form20 (M (zp). (M ( inet M (att)k>0where mel has some repeats. From the construction,NM (eee) —M (ap) || <2ThusPa(t)— Prot () = 2 YY (M (eg) <M (ae) (M(t eft) <M (tA te")k>0and so from Proposition 63.1.4 applied to §, = M (t?t!’) —M (c?"'),E (\[Pa(t)— Pasi (ll?) < (2-2 (MIP). (63.2.8)Now t — P, (t) is continuous because it is a finite sum of continuous functions. It is alsothe case that {P, (t)} is a martingale. To see this use Lemma 63.1.1. Let o be a stoppingtime having two values. Then using Corollary 63.1.3 and the Doob optional samplingtheorem, Theorem 62.7.14E (x (M (ct), (M(oAtt,,) -M(ons))k=0lIIMsby((M (th) (M (OA ts) —M (OAT)>llSoIMes5](( (M(t), (9 (6 4 thy) -—M(oAtH))) Fe)>IlOoIMs5]((M (th) .E(M (oA th) —M(oAt%)) \Fa))>lli)IMsE ((M(A}).£ (M(oA th, Atf) —M(oAzh)))) =0iroO