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More precisely, for \\(n\\geq 1\\) let the sequence \\((T_ i^ n;i\\geq 0)\\) of stopping times \\(T_ i^ n\\) be defined by \\(T_ 0^ n=0\\), \\(T^ n_{i+1}=\\inf \\{t\\geq T_ i^ n:| M(t)-M(T_ i^ n)| \\geq 2^{-n}\\}\\) and let \\(X_ n(t)=\\sum^\\infty_{i=0}(M(t\\wedge T^ n_{i+1})-M(t\\wedge T_ i^ n))^ 2\\). The author gives a simple proof of the a.s.-convergence of \\(X_ n\\) to \\(<M>\\) and obtains in this way the following explicit expression for \\(<M>\\):  \\[  <M>(t,\\omega) = \\limsup_{n\\uparrow\\infty} 2^{-2n} K_ n(t,\\omega), \\quad \\text{where }K_ n(t,\\omega)=i \\text{ if }T_ i^ n(\\omega) \\leq t<T^ n_{i+1}(\\omega).  \\]  Related work of the author on pathwise approximation of solutions of stochastic differential equations is published in Sankhy\u0101, Ser. 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