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A stochastic process is a collection of random variables usually indexed by a totally ordered set.

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Conditional expectation and algebraic expressions

Let $\mathcal{A}$ and $\mathcal{B}$ be two sub-$\sigma$-algebras in a measure space. To each one, there is a conditional expectation associated, respectively $E^\mathcal{A}$ and $E^\mathcal{B}$. Given …
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