I am not sure how to perform integration by parts in the following expression: $$ \left(1-t\right)\left(B_t - B_s + \int_s^t \frac{r}{1-r} \mathrm{d} B_r \right) $$ Can anyone help me to solve this problem?
2026-04-02 12:24:48.1775132688
How to do integration by parts with brownian motion?
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