ON THE COMMUTABILITY OF ESSENTIAL INFIMUM AND CONDITIONAL EXPECTATION OPERATIONS

被引：0
|
作者：
严加安
机构：
[1] Academia Sinica
[2] Institute of Applied Mathematics
[3] Beijing
来源：
Science Bulletin | 1985年 / 08期
关键词：
ON THE COMMUTABILITY OF ESSENTIAL INFIMUM AND CONDITIONAL EXPECTATION OPERATIONS;
D O I：
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摘要：
Ⅰ. MAIN RESULT Let (Ω,P) be a probability space, and H a nonempty family of random variables. We denote by ess. inf H or ess. inf ξ∈ H the essential infimum of H, which always exists. In this note we only deal with the ess. inf case, the transplantation of results to the ess. sup case being trivial.
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页码：1013 / 1018
页数：6
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