Thank you for the excellent blogs!

Question: Why in Lemma 3, we cannot use $\tau^m$ as the localizing sequence?

]]>I was looking for some theorem regarding the product of two Ito integrals with different differentials, but could not find it on the book of Shreve. I think it should look like theorem 6, but may I ask where I can find this theorem? (on which book?) And would you like to recommend me some books except for the one by Shreve?

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