Why is $E(X_t|B_t)=\frac{E(X_tB_t)}{E(B_t^2)}B_t$ ? Does this always hold
In an exercise I have to show that $E(X_t|B_t)\neq X_t$, where $X_t=\int_0^t B_s ds$, I think the definition of $X_t$ does not play a big role here, or not ?
2026-04-11 21:23:27.1775942607
Why is $E(X_t|B_t)=\frac{E(X_tB_t)}{E(B_t^2)}B_t$?
51 Views Asked by Bumbble Comm https://math.techqa.club/user/bumbble-comm/detail AtRelated Questions in PROBABILITY-THEORY
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