Convergence in measure under finite additivity
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Abstract: We investigate the possibility of replacing the topology of convergence in probability with convergence in . A characterization of continuous linear functionals on the space of measurable functions is also obtained.
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- A general version of the fundamental theorem of asset pricing
- A generalization of a problem of Steinhaus
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- Forward-convex convergence in probability of sequences of nonnegative random variables
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- Martingales and arbitrage in multiperiod securities markets
- Sure wins, separating probabilities and the representation of linear functionals
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