 Bayes formula for conditional expectation

ID: bayes-formula-for-conditional-expectation

Codex  0 Created 2026-09-28 Updated 2026-10-06

d P = Z d P

and

Z_{t} = E [Z ∣ F_{t}] > 0

, then

E [X ∣ F_{t}] = \frac{E [ ZX ∣ F _{t} ]}{Z _{t}} .

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