# Thread: Need HELP in proving these stochastic integrals

1. ## 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.

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

2. ## 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