For questions concerning a specific proof, asking for verification, identifying errors, suggestions for improvement, etc.

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A question on odd perfect numbers

Let $\sigma(x)$ be the sum of the divisors of the positive integer $x$. If $\sigma(M) = 2M$, then $M$ is said to be perfect. Currently, there are $48$ known examples of even perfect numbers -- on ...
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Conditional expectation $\mathbb E\left(\exp\left(\int_0^tX_sdB_s\right) \mid \mathcal F_t^X\right)$

I have found a theorem (see below) in two papers an I try to figure how it could be proved. The result seems to be intuitive, but I'm not able to prove it in a rigorous way. Assumptions: Consider a ...