A minimal P-complete extension of the sigma-algebra makes L^∞(P) the dual of the space of signed measures absolutely continuous w.r.t. at least one member of P.
Affine processes under parameter uncertainty.Probability, uncertainty and quantitative risk, 4, 2019
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
math.PR 1years
2026 1verdicts
UNVERDICTED 1representative citing papers
citing papers explorer
-
Can the $L^1$-$L^\infty$ duality be restored for non-dominated families of probability measures?
A minimal P-complete extension of the sigma-algebra makes L^∞(P) the dual of the space of signed measures absolutely continuous w.r.t. at least one member of P.