Homeworks n. 2 (dead line April 7th )
1) Prove carefully the basic properties of the conditional expectation given a sigma algebra (from a) to e) in appendix B)
2) Exercises 3.3, 3.4 and 3.5
3) Exercise 3.8
4) Exercise 3.1
5) Prove the Ito isometry
6) Prove step 1 in the construction of the Ito integral (optional : prove step 2 and step 3)
7) Prove carefully Th 3.2.5 and Cor 3.2.6, concerning the existence of a continous-martingale version of the Ito integral.
8) Exercise 3.18
