Skip to main content
Search type Search syntax
Tags [tag]
Exact "words here"
Author user:1234
user:me (yours)
Score score:3 (3+)
score:0 (none)
Answers answers:3 (3+)
answers:0 (none)
isaccepted:yes
hasaccepted:no
inquestion:1234
Views views:250
Code code:"if (foo != bar)"
Sections title:apples
body:"apples oranges"
URL url:"*.example.com"
Saves in:saves
Status closed:yes
duplicate:no
migrated:no
wiki:no
Types is:question
is:answer
Exclude -[tag]
-apples
For more details on advanced search visit our help page
Results tagged with
Search options not deleted user 131465
0 votes
1 answer
726 views

Conditional Expectation given integral of a Brownian motion

If we write integrals in a Riemann sum approximation, then I think the above expectation can be found by solving a similar expectation: $ E [\sum_1^N B_{t_j} \Delta t_j \mid \sum_1^M B_{t_k} \Delta t_k …
user131465's user avatar