ما معنى Integrated variance, realised variance؟

If the log price follows $dX_t = \mu_t\,dt + \sigma_t\,dW_t$, the integrated variance of day $t$ is $\mathrm{IV}_t = \int_{t-1}^t\sigma_s^2\,ds$. The realised variance is the sum of the day’s squared intraday returns, $\mathrm{RV}_t = \sum_{j=1}^m r_{t,j}^2$ over $m$ intervals.