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Conditional expectation for operator-valued measures and functions

Published:1984-12 Issue:3 Volume:30 Page:421-429
ISSN:0004-9727
Container-title:Bulletin of the Australian Mathematical Society
language:en
Short-container-title:Bull. Austral. Math. Soc.

Author:

Jefferies Brian

Abstract

A Radon–Nikodým theorem for operator-valued measures is applied to deduce the existence and uniqueness of conditional expectations in certain cases.

Publisher

Cambridge University Press (CUP)

Subject

General Mathematics

Reference9 articles.

1. [2] Hackenbroch W. , “On the Radon–Nikodým theorem for operator measures and its applications to prediction and linear systems theory, 193–206 (Lecture Notes in Mathematics, 695. Springer-Verlag, Berlin, Heidelberg, New York, 1978).

2. Radon-Nikodym theorems for vector valued measures

3. Esperance conditionelle pour les fonctions vectorielles;Heinich;C.R. Acad. Sci. Paris Sér. A,1973

4. The variation of vector measures and cylindrical concentration;Jefferies;Illinois J. Math.

5. Vector Measures

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1. Harmonic Analysis and Stochastic Partial Differential Equations: The Stochastic Functional Calculus;Operator Theory in Harmonic and Non-commutative Analysis;2014

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