Technical Forum • Re: Breakthrough in the theory of stochastic differential equations and their simulation
Amin
Calculation of Conditional Density of Y Given K Explaining Random Variables \(X_1, X_2, X_3, \ldots \,,X_K\) Are Correlated With Each Other. We re-write the equations of conditional mean of Y and other equations. Then conditional mean of Y given all of \(X_1, X_2, X_3, \ldots \,,X_K\) is given as \[\,E \left[Y\,| \left(Z_{x_1},\,Z_{x_2},\ldots,\,Z_{x_K}\right)\,\right]\,=\,\,ch_0\,+\,\sum\limits_{n=1}^{7}\,\left[\,ch_n\,\sum\limits_{k=1}^{K}\,\beta_{n,k}\,H_n(Z_{x_k})\right]\] and we have to fi
