# Thread: Brownian motion - one dimensional

1. ## Brownian motion - one dimensional

Hi all.

How do i show that $\, x_t\, =\, 2\, \int_0^t z_u\, dz_u\,$ if i know that the one-dimensional Brownian motion is defined by z=(zt) and the process is $\, x\, =\, (x_t)\,$ and is defined by $\, x_t\, =\, {z_t}^2\, -\, t\, ?$

I'm a little lost but I think I have to use Ito's formula.