Sure wins, separating probabilities and the representation of linear functionals
Informazioni aggiuntive
Autori
Tipo
Articolo pubblicato in rivista scientifica
Anno
2009
Lingua
Inglese
Sommario
We discuss conditions under which a convex cone K ⊂ RΩ admits a finitely additive probability m such that supk∈K m(k) ≤ 0. Based on these, we characterize those linear functionals that are representable as finitely additive expectations. A version of Riesz decomposition based on this property is obtained as well as a characterisation of positive functionals on the space of integrable functions.
Parole chiave
Daniell theorem, finitely additive probability, finitely additive supermartingales, integral representation of linear functionals, Riesz decomposition
Periodico
Journal of mathematical analysis and applications
Volume
354
Numero ( Mese )
2
Pagine (o numero dell’articolo)
558-563
Diffusione
Licenza
Licenza non definita
Visibilità
Pubblico
Status open access
Green
