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Mar
15
comment simple conditional expectation
@Did Since $\eta$ is not discrete here, I would use: $Z:=E[\xi|\eta]$ is the r.v. so that $Z$ is $\sigma(\eta)$ measurable and for every $A\in\sigma(\eta)$ we have $E[Z\mathbf1_A] = E[\xi\mathbf1_A]$ (I omit the integrability condition). If there is an easier way, I'm happy to hear that one.
Mar
15
comment simple conditional expectation
Thanks for the quick response. Could you explain how you got the answer?
Mar
15
revised simple conditional expectation
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Mar
15
comment simple conditional expectation
I have the example from a book, see edited post. The claim the solution is $E[\xi|eta](x)=\frac{1}{6}\mathbf1_{x\in[0,\frac{1}{2})}+2x^2\mathbf1_{x\in [ \frac{1}{2},2]}$
Mar
15
asked simple conditional expectation
Feb
12
accepted Solving equation with two equations for one paramter using constraints
Feb
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asked Solving equation with two equations for one paramter using constraints
Dec
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asked Is this really a solution to the PDE?
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Nov
24
comment Stopping Time Subset Proof
I'm wonder why my asnwer was downvoted. I would appreciate a feedback on this.
Nov
24
comment Stopping Time Subset Proof
@Did obviously, that was a typo.
Nov
24
revised Stopping Time Subset Proof
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Nov
24
answered Stopping Time Subset Proof
Nov
7
accepted How correctly apply a Taylor expansion of first order to a multivariate function decomposition.
Nov
7
revised How correctly apply a Taylor expansion of first order to a multivariate function decomposition.
deleted 68 characters in body
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revised How correctly apply a Taylor expansion of first order to a multivariate function decomposition.
deleted 68 characters in body
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asked How correctly apply a Taylor expansion of first order to a multivariate function decomposition.
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asked Solving optimization problem over time
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