Extension and representation of comonotonically additive functionals (Q5947571): Difference between revisions

Two real functions \(f\), \(g\) are comonotonic, if \(f(x_1)< f(x_2)\) implies \(g(x_1)\leq g(x_2)\) for any \(x_1\), \(x_2\). The set \(K\) of all functions with compact support in a locally compact Hausdorff space is considered. A real-valued functional \(I\) on \(K\) is called comonotonically additive if \(I(f+ g)= I(f)+ I(g)\) whenever \(f,g\in K\) are comonotonic. In the paper the domain \(K\) is extended in a natural way and the extended functional is represented by the Choquet integral.