I am learning stochastic calculus right now and I came across several mentions of the computation of the quadratic variation of a Wiener process random variable. However, most of the resources I have read so far seems to treat the quadratic variation as a separate concept. I am wondering what is the importance of quadratic variation and what might it help us calculate. Is there anything about it that makes our life easier with regard to computations? Thanks.
2026-04-13 23:49:05.1776124145
In stochastic calculus, what is the importance behind quadratic variation?
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