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 the expectation in each case?
For $E(X^2)$, would I use ito’s isometry? And what for $[E(X)]^2$?