<oai_dc:dc xmlns:dc="http://purl.org/dc/elements/1.1/" xmlns:oai_dc="http://www.openarchives.org/OAI/2.0/oai_dc/" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.openarchives.org/OAI/2.0/oai_dc/ http://www.openarchives.org/OAI/2.0/oai_dc.xsd">
  <dc:creator>Cassese, Gianluca</dc:creator>
  <dc:date>2009</dc:date>
  <dc:description xmlns:ns0="xml" ns0:lang="en">We discuss conditions under which a convex cone K ⊂ RΩ admits a finitely additive probability m such that supk∈K m(k) ≤ 0. Based on these, we characterize those linear functionals that are representable as finitely additive expectations. A version of Riesz decomposition based on this property is obtained as well as a characterisation of positive functionals on the space of integrable functions.</dc:description>
  <dc:format>application/pdf</dc:format>
  <dc:identifier>https://localhost:5000/ark:/12658/srd1318167</dc:identifier>
  <dc:identifier>https://susi.usi.ch/global/documents/318167</dc:identifier>
  <dc:identifier>https://susi.usi.ch/documents/318167/files/cassese_JMAA_2009.pdf</dc:identifier>
  <dc:language>eng</dc:language>
  <dc:relation>info:eu-repo/semantics/altIdentifier/doi/10.1016/j.jmaa.2009.01.013</dc:relation>
  <dc:relation>info:eu-repo/semantics/altIdentifier/ark/12658/srd1318167</dc:relation>
  <dc:rights>info:eu-repo/semantics/openAccess</dc:rights>
  <dc:rights>License undefined</dc:rights>
  <dc:source>Journal of mathematical analysis and applications. - Elsevier. - 2009, vol. 354, no. 2, p. 558-563</dc:source>
  <dc:subject xmlns:ns1="xml" ns1:lang="en">Daniell theorem</dc:subject>
  <dc:subject xmlns:ns2="xml" ns2:lang="en">finitely additive probability</dc:subject>
  <dc:subject xmlns:ns3="xml" ns3:lang="en">finitely additive supermartingales</dc:subject>
  <dc:subject xmlns:ns4="xml" ns4:lang="en">integral representation of linear functionals</dc:subject>
  <dc:subject xmlns:ns5="xml" ns5:lang="en">Riesz decomposition</dc:subject>
  <dc:subject>info:eu-repo/classification/udc/33</dc:subject>
  <dc:title xmlns:ns6="xml" ns6:lang="en">Sure wins, separating probabilities and the representation of linear functionals</dc:title>
  <dc:type>http://purl.org/coar/resource_type/c_6501</dc:type>
</oai_dc:dc>
