On stochastic integration and differentiation (Q1969265)

This short note presents a method to identify the integrands \((\varphi_j)_{j=1}^n\) for a martingale \(\xi_t=\sum_{j=1}^n\int_0^t\varphi_j d\eta^j_t\), \((\eta^j)_{j=1}^n\) being independent Brownian motions, in a measurable way. The quintessence of the method is an \(L^2\)-limit of certain approximations to the quadratic covariation between \(\xi\) and \(\eta^j\).