Convergence results for conditional expectations

DOI10.3150/BJ/1126126767MaRDI QIDQ2496944zbMATH OpenOpenAlexFDO

Authors Irene Crimaldi, Luca Pratelli

Publication date 26 July 2006

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3150/bj/1126126767

zbMATH Keywords

conditional expectationweak convergence of probability measuresSkorokhod's theorem

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

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Cites work

• An L ¹Approximation for conditional expectations
• Convergence in distribution of conditional expectations

Cited in

(20)

• Two inequalities for conditional expectations and convergence results for filters
• On conditional weak convergence
• On distributions of conditional expectations
• Bootstrapping non-stationary stochastic volatility
• Versions of conditional expectations depending continuously on parameters
• Weak convergence for a type of conditional expectation: application to the inference for a class of asset price models
• The speed of random walk on Galton-Watson trees with vanishing conductances
• Conditional sampling with monotone GANs: from generative models to likelihood-free inference
• Marginal dynamics of interacting diffusions on unimodular Galton-Watson trees
• scientific article; zbMATH DE number 6398927 (Why is no real title available?)
• Convergence of conditional expectations in Banach function spaces
• The existence of the least favorable noise
• Almost sure equiconvergence of conditional expectations
• A regression-based Monte Carlo method to solve two-dimensional forward backward stochastic differential equations
• A convergence property for conditional expectation
• Conditional expectation using compactification operators
• On the stability problem for conditional expectation
• Convergence results for multivariate martingales
• On convergence of the iterative conditional estimations
• Convergence in distribution of conditional expectations

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