According to wikipedia :
I found another version :
Please explain the difference for me.
2026-03-27 06:15:09.1774592109
Comparison between these Ito Lemma versions
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In the second case it is not necessarily the case that $dX_t=\mu_t\,dt+\sigma_t\,dB_t$. But the second case should imply the first. What is $dX_t\cdot dX_t$ for the first case ?