Conditional implicit mean and the law of iterated integrals
type: Item
instance of: scholarly article
title: Conditional implicit mean and the law of iterated integrals
zbMATH Open document ID: 1162.60004
author: Hiroyuki Ozaki
published in: Journal of Mathematical Economics
publication date: 2009-02-10T00:00:00Z
review text: 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.
reviewed by: Krzysztof Piasecki
Mathematics Subject Classification ID: 60E99
Mathematics Subject Classification ID: 91B06
Mathematics Subject Classification ID: 91B16
zbMATH DE Number: 5505565
zbMATH Keywords: expected value
zbMATH Keywords: conditioning
zbMATH Keywords: law of iterated integrals
MaRDI profile type: Publication
full work available at URL: j.jmateco.2008.06.001
OpenAlex ID: W1970172923
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DOI: 10.1016/J.JMATECO.2008.06.001
description: scientific article; zbMATH DE number 5505565