| Grant number: | 12/14764-0 |
| Support Opportunities: | Scholarships abroad - Research |
| Start date: | February 01, 2013 |
| End date: | January 31, 2014 |
| Field of knowledge: | Physical Sciences and Mathematics - Probability and Statistics - Applied Probability and Statistics |
| Principal Investigator: | Marcio Alves Diniz |
| Grantee: | Marcio Alves Diniz |
| Host Investigator: | Gert de Cooman |
| Host Institution: | Centro de Ciências Exatas e de Tecnologia (CCET). Universidade Federal de São Carlos (UFSCAR). São Carlos , SP, Brazil |
| Institution abroad: | Ghent University (UGent), Belgium |
Abstract The goal of this project is to study the theoretical results formulated by Bruno de Finetti following the approach of subjective probabilities. Particularly, we want to study the importance of such results and the relationship between the two fundamental theorems demonstrated by him. The first one, known as the fundamental theorem of probability, has a direct relationship with the second, known as de Finetti's representation theorem. By considering the relationship between de Finetti's theorems with other areas of mathematics, another objective is to investigate the connection between de Finetti's theorems and fundamental theorems of other correlated areas such as functional analysis, convex analysis and finance. As initial idea, we want to investigate the fundamental theorem of asset pricing. (AU) | |
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