Conditional expectation operator on the space of measurable sections

Conditional expectation operator on the space of measurable sections

We prove the existence of conditional expectation operator on the space of measurable sections. We also study the basic properties and prove Jensen’s inequality for conditional expectation operators.

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Bibliographische Detailangaben
Format: Tagungsbericht
Sprache:eng
Schlagworte:
Volatility
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Beschreibung
Zusammenfassung:We prove the existence of conditional expectation operator on the space of measurable sections. We also study the basic properties and prove Jensen’s inequality for conditional expectation operators.
ISSN:0094-243X
1551-7616
DOI:10.1063/1.4926635