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

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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 $[E(X)]^2$?

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