List questions from stochastic-calculus | 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 16 Apr 2025 - 20:07

question about martingale inequality (similar to the condition of submartingale convergence)

Published on 13 Apr 2025 - 7:57

SDE solution with $\mu_t$ a bounded integral

Published on 12 Apr 2025 - 20:55

laplace transform of smirnov density, i.e. how to calculate this integral?

Published on 13 Apr 2025 - 5:11

Solving a Stochastic PDE with two variables in time

Published on 08 Apr 2025 - 13:27

Why isn't this stochastic integral trivial?

Published on 12 Apr 2025 - 23:55

Proving linearity of a subspace of $L^2$

Published on 09 Apr 2025 - 22:51

How to obtain this result using Ito's Lemma?

Published on 12 Apr 2025 - 16:58

Using Fubini's Theorem in Stochastic Calculus

Published on 12 Apr 2025 - 23:55

predictable process in continuous times.

Published on 16 Apr 2025 - 3:38