Institute of Applied Mathematics, Academia Sinica, Beijing 100080, China
Department of probability and statistics, Peking University, Beijing 100871, China
1 Durrett R. Brownian motion and martingales in analysis. Wadsworth Mathematics Series,1984
2 He S W, Wang J G, Yan J A. Semartingale theory and stochastic caculus. Science Press and CRC Press
INC, 1992