I need to integrate the following: $\frac{1}{T} \int_{0}^{T}\left(\ln S_{0}\right.)$.
I know that what it should be is: $\ln S_{0}.$
I need to be sure im doing this the right way, so im thinking of doing this:
$\frac{1}{T} \int_{0}^{T}\left(\ln S_{0}\right)$
$=\frac{1}{T} \ln S_{0} \int_{0}^{T} 1$ : take the constant outside, and we are left with 1
$=\frac{1}{T} \ln S_{0} \int_{0}^{T} 1$ : integrate from 0 to T, and we get T
Multiply that T with $\frac{1}{T}$ and we get 1, so the final result is: $\ln S_{0}$
This is correct, except we need to specify what variable you’re integrating with respect to. Answer from Tavish