A REMARK ON CONDITIONAL EXPECTATIONS
摘要
Let(Ω, J, P) be a probability space and э be a sub a-algebra of J. It is well known that for any non-negative J-measurable function X one can define the conditional expectation E[X[(?)] of X given (?). Therefore it is natural to pose the following general definition of the conditional expectation.
引用本文(GB/T 7714)
严加安. A REMARK ON CONDITIONAL EXPECTATIONS[J]. 中国科学通报:英文版, 1990.
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