Ito's integral from the definition
87149
Prove directly from the definition of the Ito's integral
91306
Integration of $\frac{1}{\log(x)}$
42778
Why is the contribution of a path in Feynmans path integral formalism $\sim e^{(i/\hbar)S[x(t)]}$?
91090
Trying to understand the idea behind path independence for line integrals
114443
martingale and stochastic Integral
27705
Proof of $\int_{[0,\infty)}pt^{p-1}\mu(\{x:|f(x)|\geq t\})d\mu(t)=\int_{[0,\infty)}\mu(\{x:|f(x)|^p\geq s\})d\mu(s)$
50089
characterization of the existence of higher order expectation.
98067
A generalization of the Law of Iterated Expectations
95123
General solution of expected value of E(f(X))?
141685
Why is expectation defined by $\int xf(x)dx$?
88325
The Laplace transform of the first hitting time of Brownian motion
25652
Intuitive explanation for $\mathbb{E}X= \int_0^\infty 1-F(x) \, dx$
49554
Physical meaning of this integral in $k$-space
62192
Proof $L{\rm{[}}\frac{{x(t)}}{t}{\rm{] = }}\int_s^\infty {X(u)du} $
142821
Why?$\int_0^1\int_{u(t)}^{u(t)+w(t)} f(t,v(t)) dv dt = \int_0^1 f(t,u(t)+\theta w(t))w(t) dt; ~~\theta\in[0,1] $
135684
Joint Distribution of Brownian Motion and its Time Integral
157966
Integrals of Pullbacks