Let $(B_t)_{t\geq 0}$ a Brownian motion and $(X_t)_{t\geq 0}$ defined by $$X_t:=\int_0^t (B_s^2+3s+4)\,\mathrm d B_s.$$
Is $(X_t)$ a martingale w.r.t. the filtration of $(B_t)$ ?
2026-04-06 22:15:54.1775513754
Is $X_t:=\int_0^t (B_s^2+3s+4)\,\mathrm d B_s$ a martingale?
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