Kolmogorov consistency theorem for nonstochastic random processes

DOI10.1007/S13171-017-0121-7zbMath1444.60003OpenAlexW2782510557MaRDI QIDQ2300090

Illia Pasichnichenko, Victor I. Ivanenko

Publication date: 24 February 2020

Published in: Sankhyā. Series A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13171-017-0121-7

zbMATH Keywords

consistencymultiple priorsweak-star topologyfinite-dimensional distributionKolmogorov extension theorem

Mathematics Subject Classification ID

Axioms; other general questions in probability (60A05) Foundations of stochastic processes (60G05)

Cites Work

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• Expected utility for nonstochastic risk
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• Some characterizations of lower probabilities and other monotone capacities through the use of Möbius inversion
• Maxmin expected utility with non-unique prior
• A strong law of large numbers for capacities
• Cores of convex games
• PROBABILITÉ ET CERTITUDE

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