Timeline for Is $E[1_A | \mathscr{F_t}] = 0 ~\text{or} ~ 1 \ \Rightarrow E[1_A | \mathscr{F_{s}}] = E[1_A | \mathscr{F_t}]$ is only almost surely?
Current License: CC BY-SA 3.0
4 events
| when toggle format | what | by | license | comment | |
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| Feb 5, 2016 at 16:02 | comment | added | BCLC | Lol forgot all about this. Well...should it be $Z_t = \{U_t = 2\}$? Not sure what it means to say $P(Z_t | F) = 2$ if $Z_t$ is a random variable | |
| Jan 24, 2016 at 22:17 | comment | added | Jeremias K | @BCLC Yep, but also to something else (e.g., Kalman Filter). Does the answer help you? | |
| Jan 24, 2016 at 19:58 | comment | added | BCLC | Filter can refer to filtration? Or not? | |
| Jan 24, 2016 at 18:14 | history | answered | Jeremias K | CC BY-SA 3.0 |