A question on Girsanov theorem

[tennishaha]

http://en.wikipedia.org/wiki/Girsanov_theorem

Could anyone tell me what does the [] of [X]t mean in the attached equation, shown in wiki's Girsanov_theorem page?

Thanks

[tiny-tim]

hi tennishaha! :smile:

it seems to be the quadratic variation … see http://en.wikipedia.org/wiki/Quadratic_variation :wink:

[tennishaha]

thanks! :)
yes, it should be this