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In various frameworks, to assess the joint distribution of a k

Let L be a linear space of real random variables on the measurable space (Ω, A). Conditions for the existence of a probability P on A such that E P |X| < ∞ and E P (X) = 0 for all X ∈ L are provided. Such a P may be finitely additive or σ-additive, depending on the problem at hand, and may also be requested to satisfy P ∼ P 0 or P P 0 where P 0 is a… (More)

Let L be a linear space of real bounded random variables on the probability space (Ω, A, P0). A finitely additive probability P on A such that P ∼ P0 and EP (X) = 0 for each X ∈ L is called EMFA (equivalent martingale finitely additive probability). In this note, EMFA's are investigated in case P0 is atomic. Existence of EMFA's is characterized and various… (More)

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