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

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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)

Cites Work

• On the consistency of Bayes estimates
• Finitely additive conditional probabilities, conglomerability and disintegrations
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• Positive operators
• Integral representation theory. Applications to convexity, Banach spaces and potential theory
• A General Principle for Limit Theorems in Finitely Additive Probability
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• A Noncompact Choquet Theorem
• Geometric aspects of convex sets with the Radon-Nikodym property
• The extent of non-conglomerability of finitely additive probabilities
• Sure wins, separating probabilities and the representation of linear functionals
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• Asymptotic behaviour of the empirical process for exchangeable data
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• Skorohod representation on a given probability space
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• Conglomerability and finite Partitions
• Determination and study of positive forms on spaces of functions. II
• Extremal integral representations
• A general principle for limit theorems in finitely additive probability: The dependent case
• Determination and study of positive forms on spaces of functions. I
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Cited In (6)

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

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