Suppose that Ito process $$X_t=\int_0^tK_sds+\int_0^tH_sdB_s=0, \,t\geq0.$$ Then $$K_t=H_t=0 \text{ a.s.},\,t\geq0.$$
To prove this, it is suggested to apply Ito formula to the process $Y_t=e^{-X^2_t}$, but I fail to see the connection.
2026-05-05 08:30:59.1777969859
Proving zeros for Ito process
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