Is the property below correct?$$\forall t \geq 0, \: F(t)^2 = F(0)^2 + 2 \int_0^t F(s) d F(s), $$where $F:\mathbb{R} \to \mathbb{R} $ is continuous and has bounded variations? Is it shown somewhere?
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Is the property below correct?$$\forall t \geq 0, \: F(t)^2 = F(0)^2 + 2 \int_0^t F(s) d F(s), $$where $F:\mathbb{R} \to \mathbb{R} $ is continuous and has bounded variations? Is it shown somewhere?