Advanced Probability

نویسنده

  • Perla Sousi
چکیده

1 Conditional expectation 3 1.1 Discrete case . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4 1.2 Existence and uniqueness . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5 1.3 Product measure and Fubini’s theorem . . . . . . . . . . . . . . . . . . . . . 11 1.4 Examples of conditional expectation . . . . . . . . . . . . . . . . . . . . . . . 11 1.4.1 Gaussian case . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11 1.4.2 Conditional density functions . . . . . . . . . . . . . . . . . . . . . . 12

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تاریخ انتشار 2011