The Bayes’ formula provides the relationship between conditional expectations with respect to absolutely continuous measures. The conditional expectation is in the context of the Wiener space — an example of second quantization operator. In this note we obtain a formula that generalizes the above-mentioned Bayes’ rule to general second quantization operators.
LANCONELLI A (2006). Bayes' formula for second quantization operators. STOCHASTICS AND DYNAMICS, 6(2), 245-253 [10.1142/S0219493706001748].
Bayes' formula for second quantization operators
LANCONELLI A
Investigation
2006
Abstract
The Bayes’ formula provides the relationship between conditional expectations with respect to absolutely continuous measures. The conditional expectation is in the context of the Wiener space — an example of second quantization operator. In this note we obtain a formula that generalizes the above-mentioned Bayes’ rule to general second quantization operators.File in questo prodotto:
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