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Alekk
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"the quadratic variation of a Brownian motion between $0$ and $T$ is equal to $T$"

this is only true that if $\mathcal{D}^N$ is a nested sequence of partitions of $[0,T]$ (with mesh size going to $0$) then the quadratic variation of a Brownian motion along these partitions converges towards $T$, almost surely. If we define the quadratic variation of a continuous function $f$ as we would like to, $$Q(f,[0,T]) = \sup_{0=t_0<\ldots, t_n=T } \sum |f(t_k)-f(t_{k+1})|^2,$$ then the Brownian paths have almost surely infinite quadratic variation.

This was something I had never noticed until I read the wonderful book "Brownian motion" by Peter Morters and Yuval Peres.