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Finitely Additive Equivalent Martingale Measures [PDF]

open access: yesJournal of Theoretical Probability, 2010
Let $L$ be a linear space of real bounded random variables on the probability space $(Ω,\mathcal{A},P_0)$. There is a finitely additive probability $P$ on $\mathcal{A}$, such that $P\sim P_0$ and $E_P(X)=0$ for all $X\in L$, if and only if $c\,E_Q(X)\leq\text{ess sup}(-X)$, $X\in L$, for some constant $c>0$ and (countably additive) probability $Q ...
Berti Patrizia   +2 more
openaire   +6 more sources

Flows in Infinite-Dimensional Phase Space Equipped with a Finitely-Additive Invariant Measure

open access: yesMathematics, 2023
Finitely-additive measures invariant to the action of some groups on a separable infinitedimensional real Hilbert space are constructed. The invariantness of a measure is studied with respect to the group of shifts on a vector of Hilbert space, the ...
Vsevolod Zh. Sakbaev
doaj   +2 more sources

Finitely additive measures on 𝑁 and the additive property [PDF]

open access: yesProceedings of the American Mathematical Society, 1984
Finitely additive measures on N {\mathbf {N}}
Alan H. Mekler
openaire   +2 more sources

A note on invariant finitely additive measures [PDF]

open access: yesProceedings of the American Mathematical Society, 1985
We show that under certain general conditions any finitely additive measure which is defined for all subsets of a set X X ...
S. G. Dani, Dani, S. G.
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Some remarks concerning finitely Subadditive outer measures with applications [PDF]

open access: yesInternational Journal of Mathematics and Mathematical Sciences, 1998
The present paper is intended as a first step toward the establishment of a general theory of finitely subadditive outer measures. First, a general method for constructing a finitely subadditive outer measure and an associated finitely additive measure ...
John E. Knight
doaj   +2 more sources

Strong singularity, disjointness, and strong finite additivity of finitely additive measures

open access: yesJournal of Mathematical Analysis and Applications, 1988
This paper is related to many differences between finitely additive measures and countably additive measures. Some of the subjects examined are the strong singularity, the disjointness, P-sets, \(P_ 1\)-sets, the strong finite additivity and \(L^{\infty *}.\) Locally compact Hausdorff spaces which are sham-compact or sham-sham compact, are ...
Armstrong, Thomas E.
openaire   +2 more sources

Semipullbacks of labelled Markov processes [PDF]

open access: yesLogical Methods in Computer Science, 2021
A labelled Markov process (LMP) consists of a measurable space $S$ together with an indexed family of Markov kernels from $S$ to itself. This structure has been used to model probabilistic computations in Computer Science, and one of the main problems in
Jan Pachl, Pedro Sánchez Terraf
doaj   +1 more source

On Finitely Additive Vector Measures [PDF]

open access: yesProceedings of the National Academy of Sciences, 1970
In this paper we extend the well-known Vitali-Hahn-Saks and Nikodým theorems for measures to finitely additive vector-valued set functions.
Brooks, J. K., Jewett, R. S.
openaire   +2 more sources

On projections of finitely additive measures [PDF]

open access: yesProceedings of the American Mathematical Society, 1979
A theorem of Z. Frolík and M. E. Rudin states that for every two-valued measure μ \mu
Jech, Thomas, Prikry, Karel
openaire   +2 more sources

Construction of Regular Non-Atomic Strictly-Positive Measures in Second-Countable Non-Atomic Locally Compact Hausdorff Spaces

open access: yesAnnales Mathematicae Silesianae, 2022
This paper presents a constructive proof of the existence of a regular non-atomic strictly-positive measure on any second-countable non-atomic locally compact Hausdorff space.
Bentley Jason
doaj   +1 more source

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