Questions tagged «filter»


1
证明/否定
证明/否定E[1A|Ft]=0 or 1 a.s. ⇒E[1A|Fs]=E[1A|Ft] a.s.E[1A|Ft]=0 or 1 a.s. ⇒E[1A|Fs]=E[1A|Ft] a.s.E[1_A | \mathscr{F_t}] = 0 \ \text{or} \ 1 \ \text{a.s.} \ \Rightarrow E[1_A | \mathscr{F_{s}}] = E[1_A | \mathscr{F_t}] \ \text{a.s.} 给定已过滤的概率空间(Ω,F,{Fn}n∈N,P)(Ω,F,{Fn}n∈N,P)(\Omega, \mathscr{F}, \{\mathscr{F}_n\}_{n \in \mathbb{N}}, \mathbb{P}),令A∈FA∈FA \in \mathscr{F}。 假设∃t∈N s.t. E[1A|Ft]=1 a.s.∃t∈N s.t. E[1A|Ft]=1 a.s.\exists t \in \mathbb{N} …
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