I need to calculate for Brownian motion $dBt^2$ and $dBt^4$. For $dBt^2$, I think that it is correct to use Ito's lemma.
So we get: $$ dBt^2=(1/2)\cdot 2 \cdot dt +2\cdot Bt\cdot dBt$$
Is this correct?
What about $dBt^4$?
I need to calculate for Brownian motion $dBt^2$ and $dBt^4$. For $dBt^2$, I think that it is correct to use Ito's lemma.
So we get: $$ dBt^2=(1/2)\cdot 2 \cdot dt +2\cdot Bt\cdot dBt$$
Is this correct?
What about $dBt^4$?
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