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 $B_t$.
$[X]=0$ since $X$ has finite variation.
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
3 years ago
1 year ago