Conditions for the discreteness of extremal probability measures (the finite-dimensional case)

DOI10.1134/S0001434613110345zbMath1316.60011MaRDI QIDQ2440008

V. M. Khametov, G. A. Vasil'ev, E. A. Shelemekh

Publication date: 26 March 2014

Published in: Mathematical Notes (Search for Journal in Brave)

zbMATH Keywords

Dirac measureLebesgue integraldiscrete probability measureextremal probability measure

Mathematics Subject Classification ID

Probability measures on topological spaces (60B05) Spaces of measures (46E27)

Related Items (2)

Extremal measures and hedging in American options ⋮ Existence conditions for extremal probability measures on Polish spaces and some of their properties

Cites Work

• Unnamed Item
• Extremal integral representations
• Noncompact simplexes in Banach spaces with the Radon-Nikodym property
• Geometric aspects of convex sets with the Radon-Nikodym property

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