Strong previsions of random elements

DOI10.1007/BF02511636zbMath1155.60300MaRDI QIDQ998875

Patrizia Berti, Pietro Rigo, Eugenio Regazzini

Publication date: 30 January 2009

Published in: Statistical Methods and Applications (Search for Journal in Brave)

zbMATH Keywords

coherenceintegral representationBanach spacefinite additivitystrong coherence

Mathematics Subject Classification ID

Foundations of probability theory (60A99)

Related Items (12)

Incomplete preferences on conditional random quantities: representability by conditional previsions ⋮ Basic ideas underlying conglomerability and disintegrability ⋮ Coherence without additivity. ⋮ Dominating countably many forecasts ⋮ Strong previsions of random elements ⋮ A notion of coherent conditional prevision for arbitrary random quantities ⋮ Finitely additive equivalent martingale measures ⋮ Comparative expectations ⋮ On the equivalence of conglomerability and disintegrability for unbounded random variables ⋮ Jensen's inequality connected with a double random good ⋮ De Finetti's contribution to probability and statistics ⋮ Integral representation of linear functionals on spaces of unbounded functions

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• The valuation problem in arbitrage price theory
• Strong previsions of random elements
• Finitely additive conditional probabilities
• On Everywhere-Defined Integrals
• Integral representation of linear functionals on spaces of unbounded functions
• Linear Functionals and Content

This page was built for publication: Strong previsions of random elements