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
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scientific article
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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)
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16 February 2007
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Choquet integral
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comonotonically subadditive
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comonotonically convex
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