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## Main Question or Discussion Point

As the title says, while using Stochastic Calculus, can someone explain some of the properties of differentials?

Why does [itex]dB_t dB_t=dt[/itex]

Also, why does [itex]dt dt=0[/itex]

and [itex]dB_t dt=0[/itex]

I don't really get why these work?

Why does [itex]dB_t dB_t=dt[/itex]

Also, why does [itex]dt dt=0[/itex]

and [itex]dB_t dt=0[/itex]

I don't really get why these work?