Stable non-standard imprecise probabilities

Hosni, H. & Montagna, F. (2014). Stable non-standard imprecise probabilities. In Laurent, A., Strauss, O., Bouchon-Meunier, B. & Yager, R. R. (Eds.), Information Processing and Management of Uncertainty in Knowledge-Based Systems: 15th International Conference, IPMU 2014, Montpellier, France, July 15-19, 2014. Proceedings, Part III (pp. 436-445). Springer Berlin / Heidelberg. https://doi.org/10.1007/978-3-319-08852-5_45
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Stability arises as the consistency criterion in a betting interpretation 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 extends 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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