List questions from stochastic-analysis | MathQa

Prove that: $E[\int^{\tau}_{0} f(t)d\omega(t)]=0$ and $E\mid \int^{\tau}_{0} f(t)d\omega(t)\mid^2=E[\int^{\tau}_{0} f^2(t)dt]$.

Published on 12 Jan 2025 - 23:42

Complete orthonormal system of eigenfunctions for trace-class nonnegative operator on a Hilbert space

Published on 12 Jan 2025 - 19:20

Solving a Stochastic PDE with two variables in time

Published on 31 Dec 2024 - 10:54

Dominant and Monotone Convergence With Expectation

Published on 13 Jan 2025 - 0:00

Why for a continous local martingale ,on an enlarged probability space, it possibly holds that $M_t=B_{\langle M \rangle _t}$

Published on 12 Jan 2025 - 23:48

Is a martingale conditioned to return in the future a supermartingale?

Published on 13 Jan 2025 - 0:04

Canonical probability space for Brownian motion

Published on 13 Jan 2025 - 0:09

Can we find the boundary condition of a function of diffusion process?

Published on 12 Jan 2025 - 23:58

Weak convergence of stochastic integral

Published on 12 Jan 2025 - 23:27

Why predictable processes?

Published on 13 Jan 2025 - 0:00