Characterization of a coherent upper conditional prevision as the Choquet integral with respect to its associated Hausdorff outer measure (Q1761862): Difference between revisions

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Revision as of 01:34, 20 March 2024

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Characterization of a coherent upper conditional prevision as the Choquet integral with respect to its associated Hausdorff outer measure
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    Characterization of a coherent upper conditional prevision as the Choquet integral with respect to its associated Hausdorff outer measure (English)
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    15 November 2012
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    coherent upper conditional prevision
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    Hausdorff outer measure
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    Choquet integral
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    comonotonic additivity
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    submodularity
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    continuity from below
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