I start learning stochastic calculus and always come across this 2 notations $\ dW_t^2 , dt^2 $
Does $\ dW_t^2$ mean $\ d(W_t)^2 $ or $\ (dW_t)^2 $ ?
Similarly, does $\ dt^2$ means $\ d(t^2)$ or $\ (dt)^2$?
Thanks.
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check about quadratic variations, that shall help. – Math-fun Feb 14 '20 at 09:23
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$dW_t^2 = (dW_t)^2$ and $dt^2 = (dt)^2$. See also [this question](https://math.stackexchange.com/q/1392586/36150), [this question](https://math.stackexchange.com/q/894526/36150) and [this question](https://math.stackexchange.com/q/81865/36150) – saz Feb 14 '20 at 09:49