• Journal of applied mathematics & informatics
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• v.25 no.1_2
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• pp.471-482
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• 2007

we introduce the equivalent norms on special semimartingales in the literature, and prove that the norms ${\parallel}X{\parallel}_{{\mathcal{H}}^{\in}\;and\;{\parallel}X{\parallel}_{\underline{H}^2}$ are equivalent.