Iterated conditional expectations

DOI10.1016/j.jmaa.2010.02.001zbMath1197.60002OpenAlexW1973823558MaRDI QIDQ968865

Joseph E. Quinn, Alexander Ya. Gordon

Publication date: 10 May 2010

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2010.02.001

zbMATH Keywords

conditional expectationdilatation monotone mapequidistributed functionslaw invariance theoremNonatomic probability space

Mathematics Subject Classification ID

Foundations of probability theory (60A99)

Related Items (1)

Compositions of conditional expectations, Amemiya-Andô conjecture and paradoxes of thermodynamics

Cites Work

• Dilatation monotone risk measures are law invariant

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