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.
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.