1. Conditional expectation
In this section, we'll explain how partial information is modelled in the experiment under consideration, and how this information influences the "statistical knowledge" of the random phenomenon observed.
Here, we use the abstract probabilistic framework described in the article
. We therefore introduce a probability space
where Ω denotes the space of hazards,
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Conditional expectation
References
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(1) - DURETT (R.) -
Brownian motion and martingale analysis
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. Wadsworth Advanced Books and Software (1984).
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(2) - DURETT (R.) -
Stochastics calculus.
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Probability and Stochastic Series, CRC Press (1996).
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(3)...
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