Integral representation of continuous comonotonically additive functionals (Q4382983): Difference between revisions

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Latest revision as of 11:41, 28 May 2024

scientific article; zbMATH DE number 1132243
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English
Integral representation of continuous comonotonically additive functionals
scientific article; zbMATH DE number 1132243

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    Integral representation of continuous comonotonically additive functionals (English)
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    24 March 1998
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    upper-continuous capacities
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    regular capacities
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    Choquet integrals
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    Stone lattices
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    comonotonically additive functionals
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    monotonic functionals
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    continuous functionals
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    weak topology
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    Kolmogorov's theorem
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    consistent marginals
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    quasi integral
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