  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 $\mathbb{Q}$ such that $\mathcal{K}$ is
uniformly integrable in $\mathbb{L}^1(\mathbb{Q})$. Specifically, let
$\mathcal{K}$ be a convex bounded positive set in $\mathbb{L}^1(\mathbb{P})$.
Kardaras [6] asked the following two questions: (1) If the relative
$\mathbb{L}^0(\mathbb{P})$-topology is locally convex on $\mathcal{K}$, does
there exist $\mathbb{Q}\sim \mathbb{P}$ such that the
$\mathbb{L}^0(\mathbb{Q})$- and $\mathbb{L}^1(\mathbb{Q})$-topologies agree on
${\mathcal{K}}$? (2) If $\mathcal{K}$ is closed in the
$\mathbb{L}^0(\mathbb{P})$-topology and there exists $\mathbb{Q}\sim
\mathbb{P}$ such that the $\mathbb{L}^0(\mathbb{Q})$- and
$\mathbb{L}^1(\mathbb{Q})$-topologies agree on $\mathcal{K}$, does there exist
$\mathbb{Q}'\sim \mathbb{P}$ such that $\mathcal{K}$ is $\mathbb{Q}'$-uniformly
integrable? In the paper, we show that, no matter $\mathcal{K}$ is positive or
not, the first question has a negative answer in general and the second one has
a positive answer. In addition to answering these questions, we establish
probabilistic and topological characterizations of existence of
$\mathbb{Q}\sim\mathbb{P}$ satisfying these desired properties. We also
investigate the peculiar effects of $\mathcal{K}$ being positive.
