| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 4619789 | Journal of Mathematical Analysis and Applications | 2009 | 6 Pages |
Abstract
We discuss conditions under which a convex cone K⊂RΩ admits a finitely additive probability m such that supk∈Km(k)⩽0. Based on these, we characterise 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.
Related Topics
Physical Sciences and Engineering
Mathematics
Analysis
