Integral representation of linear functionals on spaces of unbounded functions

DOI10.1090/S0002-9939-00-05510-6zbMath0952.28009MaRDI QIDQ4505876

Pietro Rigo, Patrizia Berti

Publication date: 3 October 2000

Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)

zbMATH Keywords

integral representationexpectationlinear positive functionalbounded charge

Mathematics Subject Classification ID

Axioms; other general questions in probability (60A05) Integration theory via linear functionals (Radon measures, Daniell integrals, etc.), representing set functions and measures (28C05)

Related Items (9)

Incomplete preferences on conditional random quantities: representability by conditional previsions ⋮ Coherence without additivity. ⋮ A consistency theorem for regular conditional distributions ⋮ Dominating countably many forecasts ⋮ Strong previsions of random elements ⋮ Finitely additive equivalent martingale measures ⋮ Sure wins, separating probabilities and the representation of linear functionals ⋮ On the equivalence of conglomerability and disintegrability for unbounded random variables ⋮ Peak points for domains in Cⁿ

Cites Work

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• Strong previsions of random elements
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• The problem of integral representation for Radon measures on a Hausdorff space
• Finitely Additive Radon-Nikodym Theorem and Concentration Function of a Probability with Respect to a Probability
• On Everywhere-Defined Integrals
• A Characterization of the Second Dual of C 0 (S, A)
• Linear functionals on spaces of continuous functions
• Linear Functionals and Content

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