On local convexity in ${\mathbb{L}}^0$ and switching probability measures

Niushan Gao, Denny H. Leung, Foivos Xanthos

In the paper, we investigate the following fundamental question. For a set $\mathcal{K}$ in ${\mathbb{L}}^0(\mathbb{P})$, when does there exist an equivalent probability measure $\ma…