Property of stochastic integral
44416
Ito integral property
136078
Uniform integrability of a backward submartingale
37192
proof of the second generalized mean value theorem for integrals
82930
Why do we say a probability integral transformed variable is uniform on the interval [0, 1]?
129829
Integral of Schwartz function over probability measure
20021
Convolution integral $\int_0^t \cos(t-s)\sin(s)\ ds$
17107
Existence of the moment generating function and variance
56578
Integrable - martingale
86811
Help understanding a concept in multiple integrals
33594
Expected value of average of Brownian motion
123806
How do I show that the integral of $e^{inx}$ over a set of measure $1$ is nonzero for some nonzero $n$?
38324
Show that $E(X)=\int_{0}^{\infty}P(X\ge x)\,dx$ for non-negative random variable $X$
98067
A generalization of the Law of Iterated Expectations
59532
Evaluation of this integral.
61133
Show that $\int|f(x)|dx=\int_0^\infty m(E_\alpha)d\alpha$
156901
Showing that $X\sim E[X\mid\mathcal{G}]$ implies $X=E[X\mid\mathcal{G}]$ almost surely
48920
Mean value theorem for integrals: how does the sign matter?