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Topology of probability measure spaces, II
Topology of probability measure spaces General Topology
2012/6/29
This paper is a follow-up to the author's work "Topology of probability measure space, I" devoted to investigation of the functors $\hat P$ and $P_\tau$ of spaces of probability $\tau$-smooth and Rado...
Dynamic risk measuring under model uncertainty: taking advantage of the hidden probability measure
Dynamic risk model uncertainty hidden probability measure
2011/2/28
We study dynamic risk measures in a very general framework enabling to model uncertainty and processes with jumps. We previously showed the existence of a canonical equivalence class of probability me...
Existence and approximation of probability measure solutions to models of collective behaviors
Existence approximation of probability measure models of collective behaviors
2011/1/20
In this paper we consider first order differential models of collective behaviors of groups
of agents based on the mass conservation equation. Models are formulated taking the spatial
distribution o...