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YCor
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Variance of Ito integral on general time interval

I have a question concerning the variance of the Ito integral on general time intervals, i.e. I want to calculate \begin{align*}\operatorname{Var}\left(\int_s^T f(t)dW_t\right),\end{align*} where $f: [0, T]\to \mathbb{R}$ is deterministic, $W_t$ is the standard Wiener-process and $0<s<T$. For $s=0$ it is a standard fact that this equals $\int_0^Tf(t)^2dt$. I suspect that this should also hold for $s>0$ as it is true for step processes. Is this true or am I missing something? Thanks a lot in advance!

LoyoL
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