Answer by Nathan A.S. for On Øksendal's Lemma 3.5
You are correct, this issue would be with the right hand side of the isometry. However as far as I can tell however this assumption does not seem to be necessary, since according to Oksendal A function...
View ArticleOn Øksendal's Lemma 3.5
In Øksendal's text, Stochastic Differential Equations, there is a statement of the Ito Isometry for functions $\phi(t,\omega)$ which are bounded and elementary. This is Lemma 3.5 (p. 19).Naive...
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