Take the 2-minute tour ×
Mathematics Stack Exchange is a question and answer site for people studying math at any level and professionals in related fields. It's 100% free, no registration required.

Let $B$ be a standard brownian motion and $$ X_t=\int_0^t B_s \, ds. $$ What is the quadratic variation $[X]_t$ of $X$?

I see $dX_t$ as an sde with drift term $B_t$.

share|improve this question

1 Answer 1

up vote 2 down vote accepted

$[X]=0$ since $X$ has finite variation.

share|improve this answer

Your Answer


By posting your answer, you agree to the privacy policy and terms of service.

Not the answer you're looking for? Browse other questions tagged or ask your own question.