Solving an Ito Diffusion and finding the Expectation/Variance
140571
Finding $X_t$ of an Itô Diffusion
83464
Conditional expectation of $\mathbb{E}(X - Y | (X, Y)\in\mathcal{A})$
33054
Given a joint density function, what is the conditional expectation $E[Y|x]$?
80803
Conditional expectation $E[\log(1+X) \mid X>t]$
142436
Solving a PDE with variable coefficients
105693
How do I solve this PDE?
49877
Expected value and indicator random variable
143744
Calculate E[X] from incomplete data?
57958
Simulating a Brownian Excursion using a Brownian Bridge?
150050
Finite dimensional distributions of brownian motion changed at a random point
110961
Tail sum for expectation
88325
The Laplace transform of the first hitting time of Brownian motion
64493
$X$ is a Geometric random variable find the expectation of $1/X$
114443
martingale and stochastic Integral
111915
Almost Sure Convergence and Bounded Expectation
145136
When can we interchange the derivative with an expectation?
50163
Continuity of the  Ito integral