论文标题
双极定理，用于一组非阴性随机变量
Bipolar Theorems for Sets of Non-negative Random Variables
论文作者
论文摘要
本文假设一个稳健的概率框架，并为双极性表示非负随机变量的所有准静脉等效类别的子集提供了必要和充分的条件，而没有任何进一步的条件，则基础测量空间没有任何进一步的条件。这概括并统一了现有的双极定理，这是在强大框架上更强的假设下证明的。应用在强大的财务建模领域。
This paper assumes a robust, in general not dominated, probabilistic framework and provides necessary and sufficient conditions for a bipolar representation of subsets of the set of all quasi-sure equivalence classes of non-negative random variables, without any further conditions on the underlying measure space. This generalizes and unifies existing bipolar theorems proved under stronger assumptions on the robust framework. Applications are in areas of robust financial modeling.
