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For questions about integral transforms, inlcuding the Fourier transform, Laplace transform, Radon transform, Mellin transform, Hankel transform etc.

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On the expected value of a random integral:

Is it possible to find the expected value of $u(t)$ in terms of the following information: $$u(t)=\int_{0}^{t}(t-s)(f(s)+(T-s)Y)X_sds$$ where: $X_s$ is a wide sense stationary process with known …
Amir Kazemi's user avatar