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Let (omega, beta) be a measurable space, An in B a sub-sigma-field and µn a random probability measure, n = 1. In various frameworks, one looks for a probability P on B such that µn is a regular conditional distribution for P given An for all n. Conditions for such a P to exist are given. The...
Persistent link: https://www.econbiz.de/10009651046
Let (omega, beta) be a measurable space, An in B a sub-sigma-field and µn a random probability measure, n = 1. In various frameworks, one looks for a probability P on B such that µn is a regular conditional distribution for P given An for all n. Conditions for such a P to exist are given. The...
Persistent link: https://www.econbiz.de/10010335242
Let (omega, beta) be a measurable space, An in B a sub-sigma-field and µn a random probability measure, n = 1. In various frameworks, one looks for a probability P on B such that µn is a regular conditional distribution for P given An for all n. Conditions for such a P to exist are given. The...
Persistent link: https://www.econbiz.de/10010343875
Persistent link: https://www.econbiz.de/10012285382