Conditional Expectation of White Noise Functionals
碩士 === 國立高雄大學 === 統計學研究所 === 94 === In this paper it is show that the conditional expectation of a white noise functional $\varphi$ given the the Brownian motion $B(t)$ is represented by $$E[\varphi|\mathcal{B}_{t}]=\int_{S^*} \varphi[\Theta_tx+(1-\Theta_t)y] \mu(dy)\ ,$$ where $\Theta_t$ is the Hea...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/65832047378238199074 |