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Conditional Expectation
MIT
Expectation
and Variance
Expectation
Probability
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Expectation
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Function
Conditional Expectation
as Best Approximation
Conditional Expectation
Problems
Expectation Conditional
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We define conditional expectation of a random variable given a collection of information (sigma-algebra). Once we have this definition, we define what it means for a stochastic process to be a martingale (the mathematical way of defining a fair game). We will use this idea in the context of stock prices. #mikedabkowski, #mikethemathematician, # ...
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