As the title says, while using Stochastic Calculus, can someone explain some of the properties of differentials?(adsbygoogle = window.adsbygoogle || []).push({});

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?

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# Basic Stochastic Calculus Question, why does dB^2 = dt?

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