IDEAS home Printed from
MyIDEAS: Login to save this paper or follow this series

BV as a dual space

  • Fabio Maccheroni


  • William H. Ruckle

Let C be a field of subsets of a set I. It is well known that the space FA of all the finitely additive games of bounded variation on C is the norm dual of the space of all simple functions on C. In this paper we prove that the space BV of all the games of bounded variation on C is the norm dual of the space of all simple games on C. This result is equivalent to the compactness of the unit ball in BV with respect to the vague topology.

If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL:
Download Restriction: no

Paper provided by ICER - International Centre for Economic Research in its series ICER Working Papers - Applied Mathematics Series with number 29-2001.

in new window

Length: 10 pages
Date of creation: Oct 2001
Date of revision:
Handle: RePEc:icr:wpmath:29-2001
Contact details of provider: Postal: Corso Unione Sovietica, 218bis - 10134 Torino - Italy
Phone: +39 011 6706060
Fax: +39 011 6706060
Web page:

More information through EDIRC

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

as in new window
  1. Marinacci, Massimo & Montrucchio, Luigi, 2003. "Subcalculus for set functions and cores of TU games," Journal of Mathematical Economics, Elsevier, vol. 39(1-2), pages 1-25, February.
  2. Paolo Ghirardato & Fabio Maccheroni & Massimo Marinacci & Marciano Siniscalchi, 2003. "A Subjective Spin on Roulette Wheels," Econometrica, Econometric Society, vol. 71(6), pages 1897-1908, November.
  3. Maitreesh Ghatak & Massimo Morelli & Tomas Sjostrom, 2002. "Credit rationing, wealth inequality and allocation of talent," LSE Research Online Documents on Economics 5922, London School of Economics and Political Science, LSE Library.
  4. Juan Dubra & Fabio Maacheroni & Efe A. Ok, 2001. "Expected Utility Theory without the Completeness Axiom," Cowles Foundation Discussion Papers 1294, Cowles Foundation for Research in Economics, Yale University.
  5. Luigi Montrucchio & Fabio Privileggi, 2001. "On Fragility of Bubbles in Equilibrium Asset Pricing Models of Lucas-Type," ICER Working Papers - Applied Mathematics Series 05-2001, ICER - International Centre for Economic Research.
  6. Massimo Marinacci & Paolo Ghirardato, 2001. "Risk, ambiguity, and the separation of utility and beliefs," ICER Working Papers - Applied Mathematics Series 21-2001, ICER - International Centre for Economic Research.
  7. Domenico Menicucci, 2003. "Optimal two-object auctions with synergies," Review of Economic Design, Springer, vol. 8(2), pages 143-164, October.
  8. Fabio Maccheroni, 2000. "Yaari dual theory without the completeness axiom," ICER Working Papers - Applied Mathematics Series 30-2001, ICER - International Centre for Economic Research, revised Oct 2001.
  9. Massimo Marinacci, 2002. "Probabilistic Sophistication and Multiple Priors," Econometrica, Econometric Society, vol. 70(2), pages 755-764, March.
  10. Adriana Castaldo & Massimo Marinacci, 2001. "Random correspndences as bundles of random variables," ICER Working Papers - Applied Mathematics Series 12-2001, ICER - International Centre for Economic Research.
Full references (including those not matched with items on IDEAS)

This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

When requesting a correction, please mention this item's handle: RePEc:icr:wpmath:29-2001. See general information about how to correct material in RePEc.

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Simone Pellegrino)

If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

If references are entirely missing, you can add them using this form.

If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

Please note that corrections may take a couple of weeks to filter through the various RePEc services.

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.