Conditionally atomless extensions of sigma algebras

2020/03/19 by Freddy Delbaen, Delbaen, Freddy
Mathematics · #60A10 #FOS: Mathematics #Probability (math.PR) #math.PR #msc:60A10

paper · pdf · doi:10.48550/arxiv.2003.09254

arXiv admin note: substantial text overlap with arXiv:1904.04522

arxiv created 2020/03/19 · arxiv updated 2020/03/23

Abstract

We give two equivalent definitions of sigma algebras that are atomless conditionally to a smaller sigma algebra.

Citations

• Commonotonicity and time consistency for Lebesgue continuous monetary utility functions

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