The structure of priors' set of equivalent measures (Q2961038)

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scientific article; zbMATH DE number 6686900
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    The structure of priors' set of equivalent measures
    scientific article; zbMATH DE number 6686900

      Statements

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      17 February 2017
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      set of priors
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      conditional expectation
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      Choquet expectation
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      martingale measures
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      Bayes' formula
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      Radon-Nikodym derivative
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      stopping time
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      THE STRUCTURE OF PRIORS' SET OF EQUIVALENT MEASURES (English)
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      Identifiers