I know that given a Brownian motion $W(t)$, its quadratic variation is $$[W,W](t) = t$$
Then for a brownian bridge, $X(t) := W(t) - \frac{t}{T} W(T) $, what is its quadratic variation?
I know that given a Brownian motion $W(t)$, its quadratic variation is $$[W,W](t) = t$$
Then for a brownian bridge, $X(t) := W(t) - \frac{t}{T} W(T) $, what is its quadratic variation?
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