Additive set functions and the theory of probability
J. F. C. Kingmán · Mathematical Proceedings of the Cambridge Philosophical Society · 1967
This paper is a contribution to the study of set functions which, although additive, fail to be measures by not being countably additive. It is motivated by the suggestion (to be found, for instance, in (2), section 2.3) that such functions might be used instead of measures in the theory of probability, and by speculation about the effect which the adoption of such a suggestion would have on the theory of stochastic processes.