Almost everywhere continuity of conditional expectations
A necessary and sufficient condition on a sequence ${\{{\mathcal{A}_{n}}\}_{n\in \mathbb{N}}}$ of σ-subalgebras which assures convergence almost everywhere of conditional expectations for functions in ${L^{\infty }}$ is given. It is proven that for $f\in {L^{\infty }}(\mathcal{A})$ \[ \mathsf{E}(...
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| Huvudupphov: | , |
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| Materialtyp: | Artigo |
| Språk: | Inglês |
| Utgiven: |
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2024-01-01
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| Serie: | Modern Stochastics: Theory and Applications |
| Ämnen: | |
| Länkar: | https://www.vmsta.org/doi/10.15559/23-VMSTA240 |
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