  We examine weak anticipations in discrete-time and continuous-time financial
markets consisting of one risk-free asset and multiple risky assets, defining a
minimal probability measure associated with the anticipation that does not
depend on the choice of a utility function. We then define the financial value
of weak information in the discrete-time economies and show that these values
converge to the financial value of weak information in the continuous-time
economy in the case of a complete market.
