Some inverse problems involving conditional expectations

DOI10.1016/0047-259X(81)90129-9zbMath0453.60004OpenAlexW1965171522WikidataQ97819147 ScholiaQ97819147MaRDI QIDQ1149158

Alan F. Karr

Publication date: 1981

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(81)90129-9

zbMATH Keywords

extreme pointconditional expectationconvex setleft inversecompensatormeasurable selection

Mathematics Subject Classification ID

Probability measures on topological spaces (60B05) General theory of stochastic processes (60G07) Probabilistic measure theory (60A10) Random measures (60G57)

Cites Work

• On existence and non-existence of proper, regular, conditional distributions
• Markov chains and processes with a prescribed invariant measure
• The inverse balayage problem for Markov chains
• Extremal measures with prescribed marginals (finite case)
• On extremal measures and subspace density
• Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales
• Processus ponctuels et martingales: résultats récents sur la modélisation et le filtrage
• On the conditional expectation with respect to a sequence of independent σ-fields
• Survey of Measurable Selection Theorems
• The Existence of Probability Measures with Given Marginals
• Non-Existence of Everywhere Proper Conditional Distributions
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Some inverse problems involving conditional expectations