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Math Help - Need HELP in proving these stochastic integrals

  1. #1
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    Need HELP in proving these stochastic integrals

    Hi all,

    I have to prove these integrals but I have no idea on these, please give me some clues.

    Need HELP in proving these stochastic integrals-asg2.jpg

    These equations are the basic rules for stochastic integration where the first integral is telescope rule and the remaining are linearity.

    Please help. Thanks!
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  2. #2
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    Re: Need HELP in proving these stochastic integrals

    I haven't studied stochastic processes, but these properties usually come straight from the definition. Let's start with the first one - what do you need to prove (according to the definition) to show this statement is true?

    - Hollywood
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