Constructive representation for conditional mathematical expectation

zbMATH Open1108.60301MaRDI QIDQ3412911FDOQ3412911

Authors: Naihui Chen 

Publication date: 3 January 2007

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zbMATH Keywords

Hilbert spaceorthogonal projectionconstructivity

Mathematics Subject Classification ID

Probability theory on linear topological spaces (60B11)

Cited In (3)

• The linear conditional expectation in Hilbert space
• The representation of conditional expectations for non-Gaussian noise
• Joint Gaussian measure on multivariate random functions and conditional expectation

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