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 12 Jan 2025 - 8:32

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

Published on 04 Jan 2025 - 15:36

SDE solution with $\mu_t$ a bounded integral

Published on 03 Jan 2025 - 11:24

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

Published on 05 Jan 2025 - 18:05

Solving a Stochastic PDE with two variables in time

Published on 31 Dec 2024 - 10:54

Why isn't this stochastic integral trivial?

Published on 02 Jan 2025 - 22:31

Proving linearity of a subspace of $L^2$

Published on 05 Jan 2025 - 16:33

How to obtain this result using Ito's Lemma?

Published on 03 Jan 2025 - 14:01

Using Fubini's Theorem in Stochastic Calculus

Published on 02 Jan 2025 - 20:11

predictable process in continuous times.

Published on 03 Jan 2025 - 15:35