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The Density of the Conditional Distribution of the Signal

  • Alan Bain
  • Dan Crisan
Part of the Stochastic Modelling and Applied Probability book series (SMAP, volume 60)

Abstract

The question which we consider in this chapter is whether π t , the conditional distribution of X t given the observation σ-algebra Y t , has a density with respect to a reference measure, in particular with respect to Lebesgue measure.

Keywords

Lebesgue Measure Orthonormal Basis Conditional Distribution Continuous Bounded Function Embed Theorem 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media, LLC 2009

Authors and Affiliations

  • Alan Bain
    • 1
  • Dan Crisan
    • 2
  1. 1.BNP Paribas 10 Harewood AvLondonUnited Kingdom
  2. 2.Department of MathematicsImperial College London 180 Queen’s GateLondonUnited Kingdom

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