Jeff

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seen Aug 3 '12 at 2:00

Aug
3
awarded  Scholar
Aug
3
accepted Risk Neutral Probability and invariant measure
Aug
2
awarded  Student
Jul
14
comment Risk Neutral Probability and invariant measure
Pretty common knowledge that a probability is a measure map on the interval [0,1]. An invariant measure is invariant under f if the inverse mu(f-1(A)) = mu(A). My question revolves around whether a risk-neutral probability map is required to satisfy this condition in addition to mu(f(0))=mu(0) and mu(f(1))=mu(1).
Jul
12
asked Risk Neutral Probability and invariant measure