Variance of stochastic integrals

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I have 2 stochastic integrals :

$ I(T):= \int_0^T W(t)^2 \, d(t)$

$ J(T):= \int_0^T W(t)^2 \, dW(t)$

As $W(t)$ is the standard wiener process.

I need to show $Var(I(T))= \frac{T^4}{3}$ and $Var(J(T))=T^3$

I know I need to use Ito Isometry but I cant get the results I need to prove. Please Help!