Results 121 to 130 of about 17,315 (139)

Price uniqueness and FTAP with finitely additive probabilities

2014
Let $L$ be a linear space of real bounded random variables on the probability space $(Omega,mathcal{A},P_0)$. A finitely additive probability $P$ on $mathcal{A}$ such that egin{equation*} Psim P_0quad ext{and}quad E_P(X)=0 ext{ for each }Xin L end{equation*} is called EMFA (equivalent martingale finitely additive probability). In this paper, EMFA's are
Patrizia Berti   +2 more
openaire   +1 more source

The extent of non-conglomerability of finitely additive probabilities

Zeitschrift Für Wahrscheinlichkeitstheorie Und Verwandte Gebiete, 2013
Mark J Schervish   +2 more
exaly  

Finitely additive, modular, and probability functions on pre-Semirings

Communications in Algebra, 2018
Peyman Nasehpour, Amir Hossein Parvardi
exaly  

On the Additive Property of Finitely Additive Measures

Journal of Theoretical Probability, 2021
exaly  

Finitely Additive Supermartingales

Journal of Theoretical Probability, 2008
Gianluca Cassese
exaly  

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