(By the way, it is usually advisable to write small in the integral because it is not exactly the same as , without further precision)
Always start by writing what these conditional expectations stand for; in this case, it is . Can you see why I said that?b)
OK, for a start.c)
I don't get it; you want . Isn't it just the same as ?d) compute with rates and
based on my book the probabilistic minimum of is just (no proof was given) so in this case it would be also I would like to show that is the case, with 2 variable. I thought it would be:
but that give me 1 and
another way I considered was
I finally considered but I don't know what to pick since they are both different.