scientific article; zbMATH DE number 6927781

zbMATH Open1400.28008MaRDI QIDQ4583045FDOQ4583045

Authors Gianluca Cassese 

Publication date 27 August 2018

Full work available at URL http://www.heldermann.de/JCA/JCA25/JCA253/jca25055.htm#jca251

zbMATH Keywords

vector latticeRiesz representationChoquet integral representationconglomerabilitySkhorohod representation

Mathematics Subject Classification ID

Theorems of Hahn-Banach type; extension and lifting of functionals and operators (46A22) Integration with respect to measures and other set functions (28A25) Foundations of probability theory (60A99)

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Cites work

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• A General Principle for Limit Theorems in Finitely Additive Probability
• A Noncompact Choquet Theorem
• A general principle for limit theorems in finitely additive probability: The dependent case
• Asymptotic behaviour of the empirical process for exchangeable data
• Conglomerability and finite Partitions
• Determination and study of positive forms on spaces of functions. I
• Determination and study of positive forms on spaces of functions. II
• Extremal integral representations
• Finitely additive conditional probabilities, conglomerability and disintegrations
• Geometric aspects of convex sets with the Radon-Nikodym property
• Integral representation theory. Applications to convexity, Banach spaces and potential theory
• On the consistency of Bayes estimates
• Positive operators
• Skorohod representation on a given probability space
• Sure wins, separating probabilities and the representation of linear functionals
• The extent of non-conglomerability of finitely additive probabilities

Cited in

(6)

• On the equivalence of conglomerability and disintegrability for unbounded random variables
• On linear aggregation of infinitely many finitely additive probability measures
• Nonparametric estimates of option prices and related quantities
• Complete and competitive financial markets in a complex world
• The representation of conglomerative functionals
• Sure wins, separating probabilities and the representation of linear functionals

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