Adapted Probability Distributions
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Cites work
- A non-standard representation for Brownian motion and Ito integration
- A predictive view of continuous time processes
- An infinitesimal approach to stochastic analysis
- Construction of a martingale with given absolute value
- Decompositions of Measure Algebras and Spaces
- Einstein's relation between diffusion constant and mobility for a diffusion model
- Foundations of infinitesimal stochastic analysis
- scientific article; zbMATH DE number 3426516 (Why is no real title available?)
- scientific article; zbMATH DE number 3687378 (Why is no real title available?)
- scientific article; zbMATH DE number 3725363 (Why is no real title available?)
- scientific article; zbMATH DE number 3778409 (Why is no real title available?)
- scientific article; zbMATH DE number 3553499 (Why is no real title available?)
- Hyperfinite models of adapted probability logic
- Nonstandard Construction of the Stochastic Integral and Applications to Stochastic Differential Equations.I
- On Homogeneous Measure Algebras
- On the Construction and Distribution of a Local Martingale with a Given Absolute Value
- Weak convergence of randomly indexed sequences of random variables
Cited in
(76)- On purification of measure-valued maps
- Why saturated probability spaces are necessary
- Probability logic with conditional expectation
- A completeness proof for adapted probability logic
- Hyperfinite models of adapted probability logic
- A characterization of adapted distribution
- From discrete to continuous time
- A theory of hyperfinite processes: The complete removal of individual uncertainty via exact LLN
- Rich and saturated adapted spaces
- The necessity of nowhere equivalence
- On pure-strategy equilibria in games with correlated information
- Representing measures in potential theory and an ideal boundary
- Causality between stopped filtrations and some applications
- Weak sequential convergence in \(L^1(\mu,X)\) and an exact version of Fatou's lemma
- Estimating processes in adapted Wasserstein distance
- On the converse law of large numbers
- Fundamental properties of process distances
- Equilibria in a large production economy with an infinite dimensional commodity space and price dependent preferences
- All adapted topologies are equal
- The one-way Fubini property and conditional independence: an equivalence result
- New directions in rough path theory. Abstracts from the workshop held December 6--12, 2020 (online meeting)
- Pure-strategy Nash equilibria in nonatomic games with infinite-dimensional action spaces
- Purification and roulette wheels
- Convergence in distribution and Skorokhod convergence for the general theory of processes
- A general Fatou lemma
- Lifting Lévy processes to hyperfinite random walks
- On the existence of pure-strategy equilibria in games with private information: a complete characterization
- Large games with a bio-social typology
- Rationalizability in large games
- Optimisation of measures on a hyperfinite adapted probability space
- The moment problem on the Wiener space
- The exact law of large numbers via Fubini extension and characterization of insurable risks
- Maharam-types and Lyapunov's theorem for vector measures on Banach spaces
- Extension of Lyapunov's convexity theorem to subranges
- An exact Fatou lemma for Gelfand integrals: a characterization of the Fatou property
- Statistical causality and adapted distribution
- Pure-strategy Nash equilibria in large games: characterization and existence
- One-dimensional stochastic differential equations involving a singular increasing process
- Martingale property of empirical processes
- A combinatorial infinitesimal representation of Lévy processes and an application to incomplete markets
- Relaxed large economies with infinite-dimensional commodity spaces: the existence of Walrasian equilibria
- Optimal Stopping of Two-Parameter Processes on Nonstandard Probability Spaces
- scientific article; zbMATH DE number 140573 (Why is no real title available?)
- Toward A Convergence Theory For Continuous Stochastic Securities Market Models1
- Purification, saturation and the exact law of large numbers
- On the diffuseness of incomplete information game
- Subdifferentials of nonconvex integral functionals in Banach spaces with applications to stochastic dynamic programming
- scientific article; zbMATH DE number 4119336 (Why is no real title available?)
- On the Construction and Distribution of a Local Martingale with a Given Absolute Value
- The bang-bang, purification and convexity principles in infinite dimensions
- scientific article; zbMATH DE number 1862467 (Why is no real title available?)
- The dialectics of infinitism and coherentism: inferential justification versus holism and coherence
- Factorization, basic notions and applications
- Optimality Conditions for Nonconvex Variational Problems with Integral Constraints in Banach Spaces
- Existence of pure-strategy equilibria in Bayesian games: a sharpened necessity result
- Purification and saturation
- Relaxation and purification for nonconvex variational problems in dual Banach spaces: the minimization principle in saturated measure spaces
- Markov distributional equilibrium dynamics in games with complementarities and no aggregate risk
- Adapted topologies and higher rank signatures
- The Walrasian objection mechanism and Mas-Colell's bargaining set in economies with many commodities
- A note on the adapted weak topology in discrete time
- Set-valued functions, Lebesgue extensions and saturated probability spaces
- On robust fundamental theorems of asset pricing in discrete time
- Regularity properties of distributions of correspondences without countable generation: applications to large games
- Empirical martingale projections via the adapted Wasserstein distance
- A bang-bang principle for the conditional expectation vector measure
- The Wasserstein space of stochastic processes
- Abstract integration of set-valued functions
- Denseness of biadapted Monge mappings
- Skorokhod transition in the conic market model
- A probabilistic view on the adapted Wasserstein distance
- Synonymity, generalized martingales, and subfiltrations
- Elementary embeddings and games in adapted probability logic
- On the convexity and compactness of the integral of a Banach space valued correspondence
- Saturation and the integration of Banach valued correspondences
- Existence of Nash equilibria in large games
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