How would I derive the variance of $ \int_{t=0}^T \sqrt{|B(t)|}$ $ dB(t)$ ? I’m new to stochastic integrals and a little confused. Is it correct that I get the variance from: $ $ Var(X)=E(X^2)-[E(X)]^2$ $ and what is $ X$ equal to from the equation? Furthermore, what do I use to go about calculating theRead more
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