A problem on Ito integral
118056
Limit of a Wiener integral
43551
Difficulty in understanding a part in a proof from Stein and Shakarchi Fourier Analysis book.
118588
"Continuity" of stochastic integral wrt Brownian motion
49411
Independent increments in squared brownian motion
141926
A Challenging Logarithmic Integral $\int_0^1 \frac{\log(x)\log(1-x)\log^2(1+x)}{x}dx$
95123
General solution of expected value of E(f(X))?
12869
Solving SDE: $dX(t) = udt + \sigma X(t)dB(t)$
40564
Prove that $u(x,t)=\int_{-\infty}^{\infty}c(w)e^{-iwx}e^{-kw^2t}dw\rightarrow 0$ if $x\rightarrow \infty$
149022
In Markov inequality proof, why is $\int_a^\infty xp(x) \, dx \ge \int_a^\infty ap(x) \, dx$
7192
Integral inequality with a strange condition
102286
Compute $\mathbb{P}\{ W_t < 0 \, \, \text{for all} \, \, 1 < t < 2\}$ for a Brownian motion $(W_t)_{t \geq 0}$
87149
Prove directly from the definition of the Ito's integral
33594
Expected value of average of Brownian motion
3720
Supermartingale with constant Expectation is a martingale
131120
Proving an integral equation.
88226
Limit of a stochastic integral
114443
martingale and stochastic Integral