# Confusion about $\ dW_t^2$ and $\ dt^2$

I start learning stochastic calculus and always come across this 2 notations $$\ dW_t^2 , dt^2$$

Does $$\ dW_t^2$$ mean $$\ d(W_t)^2$$ or $$\ (dW_t)^2$$ ?

Similarly, does $$\ dt^2$$ means $$\ d(t^2)$$ or $$\ (dt)^2$$?

Thanks.

• check about quadratic variations, that shall help. – Math-fun Feb 14 at 9:23
• $dW_t^2 = (dW_t)^2$ and $dt^2 = (dt)^2$. See also this question, this question and this question – saz Feb 14 at 9:49