H Owhadi, C Scovel - arXiv preprint arXiv:1506.04208, 2015 - arxiv.org
For a Gaussian measure on a separable Hilbert space with covariance operator $ C $, we show that the family of conditional measures associated with conditioning on a closed …
We thank Bruno Sansó and the BA editorial team for encouraging discussion on our paper, and the discussants for their interesting and valuable contributions. Our rejoinder is divided …