Extreme Jensen measures (Q942045)
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scientific article; zbMATH DE number 5319837
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extreme Jensen measures |
scientific article; zbMATH DE number 5319837 |
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Extreme Jensen measures (English)
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3 September 2008
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After defining a Jensen measure for \(x\in \Omega\), where \(\Omega \) is an open subset of \(\mathbb R^d, d\geq 2\), the author gives two characterizations of the set of extreme elements of the family of Jensen measures for \(x\in \Omega\). The first is in terms of finely harmonic measures and the second as limits of harmonic measures on decreasing sequences of domains. He also gives some applications.
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