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On the measurability of
conditional expectations
Albrecht Irle |
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Vol. 70 (1977), No. 1, 177–178
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Abstract |
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It is shown that for a measurable stochastic process V and a nondecreasing family of σ-algebras 𝒜t there exists a measurable stochastic process V ∗ such that V ∗(t,⋅) is a version of E(V (t,⋅)|𝒜t) for all t. |
Mathematical Subject Classification 2000
Primary: 60G05
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Milestones
Received: 25 February 1975
Revised: 22 February 1977
Published: 1 May 1977
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Authors |
| Albrecht Irle | |
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