Calculate the expectation of Stratonovich integral

63 Views Asked by At

how to Calculate the expectation of Stratonovich integral as follows? $ \mathbb{E}\left[ \left( \int_0^t{s\mathrm{d}B_{s}^{2}} \right) \right] \text{、}\mathbb{E} \left[ \left( \int_0^t{s\mathrm{d}B_{s}^{2}} \right) ^2 \right] \text{、}\mathbb{E}\left[ \exp \left( \int_0^t{s\mathrm{d}B_s} \right) \right] $