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There is one step in Ito Isometry proof I don't understand.

B_{t}(w) represents the position of w at time t, then E[(B_{tj+1}(w)-B_{tj}(w))^{2}] = t_{j+1}- t_{j}.

Why is the expectation of the square of the difference of 2 positions equal to their time difference?

Any hint, please.

Thank you.

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# Need help for Ito Isometry proof

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