THE EXISTENCE AND UNIQUENESS OF CONDITIONAL EXPECTATION FOR INTEGRANDS WITH EXTENDED REAL VALUES THROUGH MINIMAL ASSUMPTIONS

被引:0
|
作者
Slime, Mekdad [1 ]
El Kamli, Mohammed
Khal, Abdellah Ould [1 ,2 ]
机构
[1] Mohammed V Univ, Fac Sci, Lab Math Stat & Applicat, BP 1014, Rabat, Morocco
[2] Fac Sci Econ Jurid & Social Souissi, Lab Econ Anal & Modelling LEAM, BP 1014, Rabat, Morocco
来源
关键词
Probability; integrand; conditional expectation; vector integrand; P-discrete topology; discrete convergence;
D O I
10.54671/BMAA-2023-3-2
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
EVSTIGNEEV initially conceived the concept of establishing the existence and uniqueness of conditional expectation for integrands with ex-tended real values. The present paper introduces a distinctive perspective by establishing the existence and uniqueness of the conditional expectation under minimal assumptions and without imposing a priori regularity conditions on the integrands, in contrast to previous works.
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页码:29 / 40
页数:12
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