格仔 Blog: Record an equality

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Monday, May 18, 2015

Record an equality

$X$ is

$\mathcal F$ -measurable and

$Y$ is independent of

$\mathcal F$ , then

$\mathbb E (f(X,Y)|\mathcal F) = \mathbb E_Y f(X,Y).$ The proof is as follows which I try to texify later:

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Monday, May 18, 2015

Record an equality

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