Define
\[ X_t =X_0 + \int_0^t B_s dB_s\]
where \(B_t\) is a standard Brownian Motion. Show that \(X_t\) can also be written
\[ X_t=X_0 + \frac12 (B^2_t -t)\]
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Define
\[ X_t =X_0 + \int_0^t B_s dB_s\]
where \(B_t\) is a standard Brownian Motion. Show that \(X_t\) can also be written
\[ X_t=X_0 + \frac12 (B^2_t -t)\]