Optimisation of measures on a hyperfinite adapted probability space

DOI10.1007/S10440-007-9174-2MaRDI QIDQ2467529zbMATH OpenOpenAlexWikidataFDO

Authors S. Albeverio, Frederik Herzberg

Publication date 22 January 2008

Published in Acta Applicandae Mathematicae (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10440-007-9174-2

zbMATH Keywords

Loeb measuresnonstandard analysisoptimisatioin in measure space

Mathematics Subject Classification ID

Nonstandard models in mathematics (03H05) Spaces of measures, convergence of measures (28A33) Nonstandard measure theory (28E05) Existence of optimal solutions to problems involving randomness (49J55) Microeconomic theory (price theory and economic markets) (91B24)

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Cited in

(6)

• Adaptation on the space of finite signed measures
• Existence theorems in probability theory
• Optimal equivalent probability measures under enlarged filtrations
• Radon-Nikodym theorem in signed Loeb space
• scientific article; zbMATH DE number 4089544 (Why is no real title available?)
• The allure of infinitesimals: Sergio Albeverio and nonstandard analysis

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