Wald Identityidentity for continuous stochastic process

Holds holds for discrete Stochastic processstochastic processes. Is there a version of such equation for continuous stochastic processprocesses?

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asked Apr 12, 2019 at 17:30

Wald Identity for continuous stochastic process

Holds for discrete Stochastic process. Is there a version of such equation for continuous stochastic process?

stochastic-processes