Stable Non-standard Imprecise Probabilities. Hosni, H. & Montagna, F. In IPMU 2104, Communications in Computer and Information Sciences, 444, pages 436--445, 2014. Springer.
Stable Non-standard Imprecise Probabilities [pdf]Paper  doi  abstract   bibtex   7 downloads  
Stability arises as the consistency criterion in a betting inter- pretation for hyperreal imprecise previsions, that is imprecise previsions (and probabilities) which may take infinitesimal values. The purpose of this work is to extend the notion of stable coherence introduced in [8] to conditional hyperreal imprecise probabilities. Our investigation ex- tends the de Finetti-Walley operational characterisation of (imprecise) prevision to conditioning on events which are considered “practically impossible” but not “logically impossible”.

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