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 $B_t$.
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.