Conditional indicators
Fuente:
arXiv
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| Autores principales: | , |
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| Formato: | Preprint |
| Publicado: |
2024
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| Materias: | |
| Acceso en línea: | |
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| _version_ | 1866909205959540736 |
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| author | Cherif, Dorsaf Lepinette, Emmanuel |
| author_facet | Cherif, Dorsaf Lepinette, Emmanuel |
| contents | In this paper, we introduce a large class of (so-called) conditional indicators, on a complete probability space with respect to a sub $σ$-algebra. A conditional indicator is a positive mapping, which is not necessary linear, but may share common features with the conditional expectation, such as the tower property or the projection property. Several characterizations are formulated. Beyond the definitions, we provide some non trivial examples that are used in finance and may inspire new developments in the theory of operators on Riesz spaces. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2405_10677 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Conditional indicators Cherif, Dorsaf Lepinette, Emmanuel Probability In this paper, we introduce a large class of (so-called) conditional indicators, on a complete probability space with respect to a sub $σ$-algebra. A conditional indicator is a positive mapping, which is not necessary linear, but may share common features with the conditional expectation, such as the tower property or the projection property. Several characterizations are formulated. Beyond the definitions, we provide some non trivial examples that are used in finance and may inspire new developments in the theory of operators on Riesz spaces. |
| title | Conditional indicators |
| topic | Probability |
| url | https://arxiv.org/abs/2405.10677 |