Envelopes of joint probabilities with given marginals under absolute continuity or equivalence constraints

DOI10.1007/978-3-319-42972-4_49MaRDI QIDQ5348630zbMATH OpenOpenAlexFDO

Authors Davide Petturiti, Barbara Vantaggi

Publication date 18 August 2017

Published in Advances in Intelligent Systems and Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-42972-4_49

zbMATH Keywords

absolute continuityequivalence constraintsjoint probabilitiesmarginals

Mathematics Subject Classification ID

Axioms; other general questions in probability (60A05) Foundations and philosophical topics in statistics (62A01)

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Cites work

• Equivalent or absolutely continuous probability measures with given marginals
• Finitely additive equivalent martingale measures
• scientific article; zbMATH DE number 3816010 (Why is no real title available?)
• scientific article; zbMATH DE number 3514748 (Why is no real title available?)
• Notes on conditional previsions
• The Existence of Probability Measures with Given Marginals
• Triangular norms
• Two versions of the fundamental theorem of asset pricing

Cited in

(1)

• Envelopes of a simplex of discrete probabilities

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