Conditional implicit mean and the law of iterated integrals (Q999729)
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scientific article; zbMATH DE number 5505565
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Conditional implicit mean and the law of iterated integrals |
scientific article; zbMATH DE number 5505565 |
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Conditional implicit mean and the law of iterated integrals (English)
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10 February 2009
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The notion of conditional expected value is generalized here to the notion of implicit conditional expected value. We can find here excellent mathematical considerations. Some theoretical applications of this generalization to economy are shown. In this paper, expected value is called mean.
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expected value
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conditioning
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law of iterated integrals
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