A Radon-Nikod\'ym Theorem for Valuations
Jean Goubault-Larrecq

TL;DR
This paper investigates conditions under which one valuation has a density with respect to another, extending classical measure theory concepts to valuations and establishing a Radon-Nikodým type theorem.
Contribution
It establishes a Radon-Nikodým theorem for valuations, identifying necessary and sufficient conditions for the existence of a density between valuations.
Findings
Valuations must be absolutely continuous for a density to exist
A Hahn decomposition property is necessary and always holds for measures
The theorem extends classical measure theory to valuations
Abstract
We enquire under which conditions, given two -finite, -continuous valuations and , has density with respect to . The answer is that has to be absolutely continuous with respect to , plus a certain Hahn decomposition property, which happens to be always true for measures.
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Taxonomy
TopicsEconomic theories and models · Advanced Topology and Set Theory · Advanced Banach Space Theory
