Numerical application of the fundamental theorem of prevision

DOI10.1080/00949659208811372MaRDI QIDQ5287293zbMATH OpenOpenAlexFDO

Authors

Publication date 30 August 1993

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949659208811372

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Axioms; other general questions in probability (60A05) Foundations of probability theory (60A99)

Cited in

(2)

• Predictive distributions that mimic frequencies over a restricted subdomain
• Coherency conditions for finite exchangeable inference

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