The representations of two types of functionals on \(L^\infty(\Omega,\mathcal F)\) and \(L^\infty(\Omega,\mathcal F,\mathbb P)\) (Q867789): Difference between revisions
From MaRDI portal
Set profile property. |
ReferenceBot (talk | contribs) Changed an Item |
||
(One intermediate revision by one other user not shown) | |||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1007/s11425-006-2010-8 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W1932293874 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Coherent Measures of Risk / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4550909 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Convex measures of risk and trading constraints / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Robust Statistics / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Non-additive measure and integral / rank | |||
Normal rank |
Latest revision as of 14:53, 25 June 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | The representations of two types of functionals on \(L^\infty(\Omega,\mathcal F)\) and \(L^\infty(\Omega,\mathcal F,\mathbb P)\) |
scientific article |
Statements
The representations of two types of functionals on \(L^\infty(\Omega,\mathcal F)\) and \(L^\infty(\Omega,\mathcal F,\mathbb P)\) (English)
0 references
16 February 2007
0 references
Choquet integral
0 references
comonotonically subadditive
0 references
comonotonically convex
0 references