# probability measure

## probability measure

[‚präb·ə′bil·əd·ē ‚mezh·ər]
(mathematics)
The measure on a probability space.
References in periodicals archive ?
As a particular case of neutrosophic measure v is the neutrosophic probability measure, i.
Then he defines the Lyapunov exponents of such a co-cycle with respect to a harmonic probability measure directed by the lamination, and provides an Oseledec multiplicative ergodic theorem in this context.
For the pricing of the VAs considered, we use the arbitrage principle and work with a risk-adjusted probability measure.
A Borel probability measure P on Conf(S), the space of locally finite configurations, is called determinantal if there exists an operator K [member of] [I.
F]: probability measure sequences of four symbols: F [member of] {[perpendicular to], +, -, [?
These include notions of sample space, possible outcomes, combinations, the probability of an event occurring and the assigning of a numerical probability measure when comparing different outcomes (Neil, 2010; Barnes, 1998).
When P is not necessarily a probability measure having a density f with respect to m, (3) is to be modified as follows:
Then for each such h with h [greater than or equal to] 0 and h(e) = 1 there is a probability measure [mu]h on (the Borel subsets of) the boundary [partial derivative]F such that
The expectation is calculated with respect to some riskneutral probability measure.
12) More formally, the traditional model employs a discrete probability theory by assuming a probability measure (P) on the universal space ([OMEGA], [SIGMA], P), where [OMEGA] is a finite space with countable elements, [SIGMA] is the set of events, and E is an event with a magnitude [absolute value of E].
sequence of some probability measure on the real line.
These findings remain robust when we use the accounting-based O-Score of Ohlson (1980) as our measure of financial distress instead of the option-based default probability measure.

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