Let $W_1(t)$ and $W_2(t)$ be standard Brownian motions for $t\geq 0$.
I have come across the notation
$$d\langle W_1, W_2\rangle$$
in a text I am reading, but I cannot find the definition for it. I assume it a standard term in the study of stochastic processes.
I am hoping someone can shed light on what it means.