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Conditional expectations formulas


Hi,

Does anybody know about a Mathematica package which can implements
conditional expectation, i.e. implementing rules as

E[x[t]+y[t],t]=E[x[t],t] + E[y[t],t] E[E[x,t],t-1]= E[x,t-1]
E[a[t-1] x[t],t]= a[t-1] E[x[t],t]
and
d E[x[y[t]]]/d y[t] = E[d x[y[t]]/dy[t]]

and so on??

I would be grateful for any hint.

Sincerely,

Carsten Folkertsma




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