Reading through a proof on why the higher order terms vanish and it makes this statement(adsbygoogle = window.adsbygoogle || []).push({});

dW(t)dW(t) = dt

whereW(t)is a Brownian motion

It is not obvious to me why this is the case, but the text seems to infer that it is because no further explanation is offered

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# Ito-Doeblin Formula Question

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