Hi,
In table 4.2 (row 4, column 3), it states that the variance of $\int_{0}^{t} B_{s}^{2} \mathrm{~d} B_{s}$ is $3t^{3}$. There is a small mistake and it should be $t^{3}$.
A screenshot from your wordpress:
And I think the computing can be shorter if we apply the Ito isometry to $E(I_{3}^{2})$. But thanks for your great proof.
Hi,$\int_{0}^{t} B_{s}^{2} \mathrm{~d} B_{s}$ is $3t^{3}$ . There is a small mistake and it should be $t^{3}$ .
In table 4.2 (row 4, column 3), it states that the variance of
A screenshot from your wordpress:
And I think the computing can be shorter if we apply the Ito isometry to$E(I_{3}^{2})$ . But thanks for your great proof.