(i) Show that eq. (3.7) represents the Itô integral (ii) Derive an equation analogous to (3.14)...

(i) Show that eq. (3.7) represents the Itô integral

(ii) Derive an equation analogous to (3.14) for the conditional expectation

(iii) Derive an equation analogous to (3.16) for conditional expectations and for conditional expectations of the product

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