Games and hereditary Baireness in hyperspaces and spaces of probability measures

We establish that the existence of a winning strategy in certain topological games, closely related to a strong game of Choquet, played in a topological space $X$ and its hyperspace $K(X)$ of all nonempty compact subsets of $X$ equipped with the Vietoris topology, is equivalent for one of the players. For a separable metrizable space $X$, we identify a game-theoretic condition equivalent to $K(X)$ being hereditarily Baire. It implies quite easily a recent result of Gartside, Medini and Zdomskyy that characterizes hereditary Baire property of hyperspaces $K(X)$ over separable metrizable spaces $X$ via the Menger property of the remainder of a compactification of $X$. Subsequently, we use topological games to study hereditary Baire property in spaces of probability measures and in hyperspaces over filters on natural numbers. To this end, we introduce a notion of strong $P$-filter $\mathcal{F}$ and prove that it is equivalent to $K(\mathcal{F})$ being hereditarily Baire. We also show that if $X$ is separable metrizable and $K(X)$ is hereditarily Baire, then the space $P_r(X)$ of Borel probability Radon measures on $X$ is hereditarily Baire too. It follows that there exists (in ZFC) a separable metrizable space $X$ which is not completely metrizable with $P_r(X)$ hereditarily Baire. As far as we know this is the first example of this kind.