ThmDex – An index of mathematical definitions, results, and conjectures.
P3733
We define $\mathbb{E}(X \mid Y)$ as $\mathbb{E}(X \mid \sigma_{\text{pullback}} \langle Y \rangle)$. Hence, this result is a consequence of the results
(i) R5504: Constant random variable pulls back a bottom sigma-algebra
(ii) R2522: Real conditional expectation given minimal information

$\square$