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

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scientific article; zbMATH DE number 6107384
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    Characterization of a coherent upper conditional prevision as the Choquet integral with respect to its associated Hausdorff outer measure
    scientific article; zbMATH DE number 6107384

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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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