Conditional expectations for general measure spaces

N. Dinculeanu

Journal of Multivariate Analysis, 1971, vol. 1, issue 4, 347-364

Abstract: The classical conditional expectation with respect to [sigma]-algebras, on probability measure spaces, has been extended for infinite measure spaces. In this paper we consider conditional expectations with respect to [delta]-rings, on arbitrary measure spaces. An additional condition has to be imposed in order to insure the uniqueness of the conditional expectation. The existence of the conditional expectation is proved for functions in Lp with 1

Keywords: Conditional; expectations; infinite; measure; spaces; [delta]-ring (search for similar items in EconPapers)
Date: 1971
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