Meilleures approximations et médianes conditionnelles

zbMath0576.41018MaRDI QIDQ1065303

Henri Heinich, Bernard Bru

Publication date: 1985

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1985__21_3_197_0

zbMATH Keywords

filtrationBanach latticerandom variablesequence of best approximants

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Best approximation, Chebyshev systems (41A50)

Related Items (3)

The Monge problem in Banach spaces ⋮ Computation of conditional expectations with guarantees ⋮ Stability of conditional median under discretization of filtrations

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