A minimal P-complete extension of the sigma-algebra makes L^∞(P) the dual of the space of signed measures absolutely continuous w.r.t. at least one member of P.
Pointwise arbi- trage pricing theory in discrete time.Mathematics of Operations Research, 44(3):1034–1057
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Can the $L^1$-$L^\infty$ duality be restored for non-dominated families of probability measures?
A minimal P-complete extension of the sigma-algebra makes L^∞(P) the dual of the space of signed measures absolutely continuous w.r.t. at least one member of P.