network profile
| bio | website | |
|---|---|---|
| location | ||
| age | ||
| visits | member for | 10 months |
| seen | Aug 3 '12 at 2:00 | |
| stats | profile views | 3 |
|
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 |
