Medium · Stochastic Calculus · Multiple choice · ~4 min · #25
Differential of W²
Let be a standard Brownian motion. Which expression equals ?
Hints · 0 of 2 shown
Worked solution
Give the problem an honest attempt first, then reveal the full explanation.
Related questions
Concepts
Itô's lemmaQuadratic variation
Relevant for
Quant ResearcherDesk Quant