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.