Results 11 to 20 of about 821 (276)
Finitely Additive Equivalent Martingale Measures [PDF]
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
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Flows in Infinite-Dimensional Phase Space Equipped with a Finitely-Additive Invariant Measure
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
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Finitely additive measures on 𝑁 and the additive property [PDF]
Finitely additive measures on N {\mathbf {N}}
Alan H. Mekler
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A note on invariant finitely additive measures [PDF]
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]
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
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Strong singularity, disjointness, and strong finite additivity of finitely additive measures
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.
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Semipullbacks of labelled Markov processes [PDF]
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
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On Finitely Additive Vector Measures [PDF]
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.
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On projections of finitely additive measures [PDF]
A theorem of Z. Frolík and M. E. Rudin states that for every two-valued measure μ \mu
Jech, Thomas, Prikry, Karel
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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
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