List questions from stochastic-integrals | 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

Solving a Stochastic PDE with two variables in time

Published on 31 Dec 2024 - 10:54

How can I formally arrive at solution of "deterministic SDE"

Published on 26 Dec 2024 - 23:50

Why isn't this stochastic integral trivial?

Published on 12 Jan 2025 - 23:43

Why predictable processes?

Published on 12 Jan 2025 - 17:52

Construction of the Itō integral with (local) martingales as integrators

Published on 29 Dec 2024 - 9:36

Complete (not heurestic) proof of Ito lemma?

Published on 28 Dec 2024 - 20:22

Distribution of sum of $n$ i.i.d. symmetric Pareto distributed random variables

Published on 26 Dec 2024 - 22:07

Can the integral of Brownian motion be expressed as a function of Brownian motion and time?

Published on 07 Jan 2025 - 4:02

Evaluating integral with respect to brownian motion

Published on 29 Dec 2024 - 11:56