A note on extremality and completeness in financial markets with infinitely many risky assets
Luciano Campi (2004)
Rendiconti del Seminario Matematico della Università di Padova
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Displaying similar documents to “Equivalent or absolutely continuous probability measures with given marginals”
A note on extremality and completeness in financial markets with infinitely many risky assets
Translation invariance and finite additivity in a probability measure on the natural numbers.
Gardner, Robert, Price, Robert (2002)
International Journal of Mathematics and Mathematical Sciences
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Martingales in Banach spaces for which the convergence with probability one, in probability and in law coincide
A. Korzeniowski (1978)
Colloquium Mathematicae
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Self-decomposable probability measures on Banach spaces
A. Kumar, B. Schreiber (1975)
Studia Mathematica
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Synthesis of probability transformers
J. Łąski (1976)
Applicationes Mathematicae
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Alternative definitions of conditional possibilistic measures
Ivan Kramosil (1998)
Kybernetika
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The aim of this paper is to survey and discuss, very briefly, some ways how to introduce, within the framework of possibilistic measures, a notion analogous to that of conditional probability measure in probability theory. The adjective “analogous” in the last sentence is to mean that the conditional possibilistic measures should play the role of a mathematical tool to actualize one’s degrees of beliefs expressed by an a priori possibilistic measure, having obtained some further information...
Mielnik's Probability Spaces and Characterization of Inner Product Spaces
C. V. Stanojević (1973)
Recherche Coopérative sur Programme n°25
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The Zero-one law for Products of Internal *-finitely Additive Probabiltty Spaces
Boško Živaljević (1986)
Publications de l'Institut Mathématique
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Pre-supports of linear probability measures and linear Lusin measurable functionals
W. Słowikowski
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CONTENTS1. Introduction, review of the results, examples...................................................................................52. Linear probability measures and their representations................................................................103. Linear Lusin measurable functionals...............................................................................................164. Pre-supports and a modification of the definition of the linear probability measure................235....
Doob at Lyon. On his lecture “Application of the theory of martingales” at Lyon Colloqium, June 28 – July 3, 1948.
Locker, Bernard (2009)
Journal Électronique d'Histoire des Probabilités et de la Statistique [electronic only]
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An extended problem to Bertrand's paradox
Mostafa K. Ardakani, Shaun S. Wulff (2014)
Discussiones Mathematicae Probability and Statistics
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Bertrand's paradox is a longstanding problem within the classical interpretation of probability theory. The solutions 1/2, 1/3, and 1/4 were proposed using three different approaches to model the problem. In this article, an extended problem, of which Bertrand's paradox is a special case, is proposed and solved. For the special case, it is shown that the corresponding solution is 1/3. Moreover, the reasons of inconsistency are discussed and a proper modeling approach is determined by...
The Relevance of Measure and Probability, and Definition of Completeness of Probability
Bo Zhang, Hiroshi Yamazaki, Yatsuka Nakamura (2006)
Formalized Mathematics
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In this article, we first discuss the relation between measure defined using extended real numbers and probability defined using real numbers. Further, we define completeness of probability, and its completion method, and also show that they coincide with those of measure.