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.

Bayes' formula for second quantization operators

LANCONELLI, ALBERTO
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.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11586/85465
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