$E(X(t)X(t))=\sigma^2\delta(\tau)$ or $E(X(t)X(t))=\sigma^2$
136624
What is meant by a continuous-time white noise process?
21339
IF $f(x) = \int_{0}^{\phi (x)} g(t) dt$, How could we find $f'(x)$?
74054
Conditional expectation for a sum of iid random variables: $E(\xi\mid\xi+\eta)=E(\eta\mid\xi+\eta)=\frac{\xi+\eta}{2}$
109109
Show that $E(XE[X|G])=E[(E[X|G)^2]$
151157
Justification of proof of law of total expectation
33594
Expected value of average of Brownian motion
30431
How is the notation $X\sim N(\mu,\sigma^2)$ read?
67489
How to show that $E[(\hat\theta -\theta)^2]<Var(\bar X)=\dfrac{1}{n}$?
132920
Help with proof that the expected value of $x_i$ is $\bar{X}$
35454
Is it correct to write $\Bbb E[X]$ or $\Bbb E_{\theta}[X]$?
44416
Ito integral property
73367
On $E[E[Y|X]|X]= E[Y|X]$
101888
Least action principle : is $ \delta \frac{dx}{dt} = \frac{d \delta x}{dt} $ always true?
154612
$\int_{0}^{x} f(t) dt \ge {f(x)}$ holds or not on $[0,1]$
139722
Computing the expectation of conditional variance in 2 ways
26719
Is $(B_t^2)$ Markov where $(B_t)$ is Brownian motion?
82659
How to write $\delta (f(x))$ in terms of $\delta (x)$?