Integral Representation of Brownian Motion
64907
Integral representation $B_T^3$
137289
Applying Fourier transform to a gaussian
79024
the derivation of E(X|X)
56134
What exactly is the Probability Integral Transform?
50163
Continuity of the  Ito integral
35025
Solution to the linear SDE $dX_t = \alpha X_t \, dt + \sqrt{2} dB_t$ using Itô calculus
109311
Integral of a CDF
13671
Fourier Transform of Various Tempered Distributions
80952
A difficult integral evaluation problem
136979
Variance of an integral of Brownian Motion
146005
pdf of a member of a sequence of dependent random variables
88325
The Laplace transform of the first hitting time of Brownian motion
129598
Linear transformation of random variables
118056
Limit of a Wiener integral
114443
martingale and stochastic Integral
129829
Integral of Schwartz function over probability measure
119822
Wiener Process $dB^2=dt$