Hallo! I've problems to compute the conditional variance of a Brownian Integral. I've written my problem in an extra file in the attachment. I appreciate any help. Thanks in advance!
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By using Itô's formula I think I can show that $\displaystyle var(\int\limits_0^Tf(u)dB_u|\mathcal{F}_t)=\int\li mits_t^Tf^2(u)du.$ Does anyone agree?
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