Jag tror att min cykel är stulen.

Here att means that and introduces a subordinate clause:

Jag tror = I think
att min cykel är stulen = that my bike is stolen

So the structure is:

Jag tror + att-clause

In English, that is often omitted, but in Swedish att is very common, especially in careful or neutral style.

Yes, you often can, especially in speech and informal writing.

Both are possible:

• Jag tror att min cykel är stulen
• Jag tror min cykel är stulen

The version with att is a little clearer and more standard. A learner is usually safest using att.

Because Swedish possessives normally replace the definite article.

So you say:

• min cykel = my bike
• din bok = your book
• hans bil = his car

Not:

• min cykeln
• din boken

The possessive already makes the noun definite in meaning, so Swedish does not add the definite ending here.

Stulen is the past participle of stjäla, which means to steal.

Forms of the verb:

• stjäla = steal
• stjäl = steals
• stal = stole
• stulit = stolen
• stulen / stulet / stulna = stolen, used like an adjective/participle

In min cykel är stulen, stulen describes the state of the bike: it is in a stolen state.

Because stulen has to agree with the noun.

Cykel is an en-word and singular, so the correct form is stulen.

Compare:

• en cykel → Cykeln är stulen
• ett hus → Huset är stulet
• två cyklar → Cyklarna är stulna

So:

• common gender singular: stulen
• neuter singular: stulet
• plural: stulna

It usually expresses the current state or result: the bike is apparently in the condition of being stolen.

Depending on context, English might translate it as either:

• is stolen
• has been stolen

Swedish often uses vara + participle/adjective for the resulting state.

If you want to focus more on the event itself, Swedish might use:

• Min cykel blev stulen = My bike got stolen
• Min cykel har blivit stulen = My bike has been stolen

So är stulen is very natural when you are talking about your conclusion or suspicion.

Because after att, Swedish uses subordinate clause word order.

Here the order is straightforward:

subject + verb + complement
min cykel + är + stulen

A useful thing to notice is what happens with adverbs like inte:

• Main clause: Min cykel är inte stulen
• Subordinate clause: Jag tror att min cykel inte är stulen

So after att, Swedish no longer follows main-clause V2 patterns in the same way.

Tror can cover several English ideas, including think, believe, and sometimes suspect, depending on context.

Here Jag tror att min cykel är stulen means something like:

• I think my bike is stolen
• I believe my bike has been stolen
• I suspect my bike is stolen

It suggests the speaker is not completely certain, but has reached that conclusion.

If you were certain, you might say:

• Jag vet att min cykel är stulen = I know my bike is stolen
• Jag är säker på att min cykel är stulen = I am sure my bike is stolen

Yes. That sentence is also natural, but the focus is a little different.

• Jag tror att min cykel är stulen
  Focuses on the bike’s situation or state.

• Jag tror att någon har stulit min cykel
  Focuses more on the action and the person who did it.

Another common version is:

• Min cykel blev stulen = My bike got stolen

So the original sentence is especially natural when you are drawing a conclusion from what you see: for example, the bike is missing, the lock is cut, and you think it must have been stolen.

Because Swedish and English do not always build this idea in the same way.

English often says:

• My bike has been stolen

Swedish can express the same idea in different ways:

• Min cykel är stulen
• Min cykel har blivit stulen

The first one is often enough when the important point is the result. Swedish does not need a separate word exactly matching English been in every case.

A rough guide is:

yah troor aht min SYY-kel air STUU-len

A few notes:

• jag is often pronounced roughly yahg or even just yah in casual speech
• cykel starts with a Swedish y sound, which does not exist exactly in English
• är is roughly like air, but not exactly
• stulen has a Swedish u sound, also not exactly the same as English oo

So the rough guide helps, but the vowel sounds are more Swedish than the English spellings suggest.