Berti, Patrizia; Rigo, Pietro - Dipartimento di Scienze Economiche e Aziendali, … - 2010
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...