Finitely Additive FTAP under an Atomic Reference Measure

Berti, Patrizia; Pratelli, Luca; Rigo, Pietro

doi:10.1007/978-3-642-31724-8_13

Let L be a linear space of real bounded random variables on the probability space (Ω,,P0) . A finitely additive probability P on  such that P∼P0 and EP(X)=0 for each X∈L is called EMFA (equivalent martingale finitely additive probability). In this note, EMFA’s are investigated in case P 0 is atomic. Existence of EMFA’s is characterized and various examples are given. Given y ∈ ℝ and a bounded random variable Y, it is also shown that Xn+y⟶a.s.Y , for some sequence (X n ) ⊂ L, provided EMFA’s exist and E P (Y) = y for each EMFA P.

Finitely Additive FTAP under an Atomic Reference Measure / Berti, Patrizia; Pratelli, Luca; Rigo, Pietro. - STAMPA. - 14th International Conference on Information Processing and Management of Uncertainty in Knowledge-Based Systems, IPMU 2012, Catania, Italy, July 9-13, 2012, Proceedings, Part IV(2012), pp. 114-123.

Data di pubblicazione:	2012
Titolo:	Finitely Additive FTAP under an Atomic Reference Measure
Autore/i:	Berti, Patrizia; Pratelli, Luca; Rigo, Pietro
Autore/i UNIMORE:	BERTI, Patrizia Pratelli, Luca Rigo, Pietro mostra contributor esterni nascondi contributor esterni
Digital Object Identifier (DOI):	http://dx.doi.org/10.1007/978-3-642-31724-8_13
Codice identificativo Scopus:	2-s2.0-84868292284
Serie:	COMMUNICATIONS IN COMPUTER AND INFORMATION SCIENCE
Volume:	14th International Conference on Information Processing and Management of Uncertainty in Knowledge-Based Systems, IPMU 2012, Catania, Italy, July 9-13, 2012, Proceedings, Part IV
Pagina iniziale:	114
Pagina finale:	123
Citazione:	Finitely Additive FTAP under an Atomic Reference Measure / Berti, Patrizia; Pratelli, Luca; Rigo, Pietro. - STAMPA. - 14th International Conference on Information Processing and Management of Uncertainty in Knowledge-Based Systems, IPMU 2012, Catania, Italy, July 9-13, 2012, Proceedings, Part IV(2012), pp. 114-123.
Tipologia	Relazione in Atti di Convegno

File in questo prodotto:

Non ci sono file associati a questo prodotto.

Utilizza questo identificativo per citare o creare un link a questo documento:
http://hdl.handle.net/11380/1063434

Citazioni

I documenti presenti in Iris Unimore sono rilasciati con licenza Creative Commons Attribuzione - Non commerciale - Non opere derivate 3.0 Italia, salvo diversa indicazione.
In caso di violazione di copyright, contattare Supporto Iris