Signed integral representations of comonotonic additive functionals (Q641652)

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scientific article; zbMATH DE number 5962662
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    Signed integral representations of comonotonic additive functionals
    scientific article; zbMATH DE number 5962662

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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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