Continuous Disintegrations of Gaussian Processes

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LaGatta, Tom;
  • Subject: 41A65, 47A50 | Mathematics - Probability | Mathematics - Functional Analysis

The goal of this paper is to understand the conditional law of a stochastic process once it has been observed over an interval. To make this precise, we introduce the notion of a continuous disintegration: a regular conditional probability measure which varies continuou... View more
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