一类条件期望的计算(英文)  

On the Calculation for a Class of Conditional Expectations

作　　者：胡晓山[1] 刘继成[1] 

机构地区：[1]华中科技大学数学与统计学院,湖北武汉430074

出　　处：《应用数学》2012年第3期548-552,共5页Mathematica Applicata

基　　金：Supported by the NSF of China(10901065);the Fundamental Research Funds for the Central Universities,HUST(2012QN028)

摘　　要：本文从条件期望的抽象定义出发给出一类条件期望的计算方法.作为应用,作者计算了文[1]中求条件期望的两个例子.经过比较发现,本文的方法要简单些.In this note, we provide a method of finding conditional expectations based on its definition. As applications, two examples are provided, for which our method is simpler than that of Brzezniak-Zastawniak.

关 键 词：随机变量 条件期望 Σ-代数 

分 类 号：O211.1[理学—概率论与数理统计]