Quadratic variation of a multidimensional stochastic integral

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We consider the local martingale $$M_t:=\int_0^t F(X_s)dB_s $$ where $F:\mathbb{R}^d\to\mathbb{R}^{d\times m} $ and $(B_t)_t$ is a m-dim. BM.

How can i calculate the quadratic variation?

I tried to calculate it using:

$[M,M]_t=(M_t)^2-2\int_0^tM_tdM_t $

How can i calculate the second integral?