Measurable majorants in L<sup>1</sup>
Lambert, Alan; Lambert Alan; University of North Carolina
Журнал:
Glasgow Mathematical Journal
Дата:
1997
Аннотация:
Given a probability space (X, ℱ, μ) and a σ-algebra A ⊂ ℱ, arguably the most powerful tool in gaining information about an ℱ-measurable function f from restricted knowledge of -measurability is that of the conditional expectation E(f | ); written throughout the remainder of this note. Two properties of conditional expectation that may be exploited to gain information, but which also limit conditional expectation's use are the following.
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