Signed integral representations of comonotonic additive functionals (Q641652)
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English | Signed integral representations of comonotonic additive functionals |
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Signed integral representations of comonotonic additive functionals (English)
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24 October 2011
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For Choquet integrals, two different frameworks are typically used. The first, introduced by Schmeidler, uses a space of bounded measurable functions, the second, studied by Zhou, uses a Stone vector lattice. In the present paper, the authors find a unified treatment. They extend Choquet integral representations to general, not necessarily monotone, set functions, and they extend the Daniell-Stone Theorem to the comonotonic additive case.
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capacities
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Choquet integrals
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comonotonic additive functionals
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Stone lattices
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