MediumStochastic Processes

Quadratic Variation of BM

Goldman SachsTwo Sigma

What is the quadratic variation of a standard Brownian motion over the interval [0, 4]?

Hints

$[B]_T = T$ .

Equivalently $(dB_t)^2 = dt$ .

Sign in to reveal the full worked solution, check your answer instantly, and track your progress with spaced-repetition review.