I am trying to find the variance of $\int_0^t B_s^2 ds$ where $B_s$ is a standard Brownian motion random variable. My approach is to represent the integral as a sum. However, I am not sure how this works in finding a variance since I need a second moment. Is there another approach in doing this? thanks.
2026-04-12 10:38:53.1775990333
How to find the variance of $\int_0^t B_s^2 ds$ where $B_s$ is a standard Brownian motion random variable?
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