Optimal stopping
Theorem
If variablesξandηare independent then one can use the relationE(f(ξ,η)jξ=x)=E(f(x,η))which is the same asE(f(ξ,η)jξ)=E(f(x,η))jx=ξ.
greg delong
(Greg DeLong)
#1
If variablesξandηare independent then one can use the relationE(f(ξ,η)jξ=x)=E(f(x,η))which is the same asE(f(ξ,η)jξ)=E(f(x,η))jx=ξ.