On the disintegration property of coherent upper conditional prevision defined by the Choquet integral with respect to its associated Hausdorff outer measure
DOI10.1007/s10479-016-2270-9zbMath1382.60008OpenAlexW2475096182MaRDI QIDQ1699143
Publication date: 16 February 2018
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-016-2270-9
Choquet integrallaw of iterated expectationsHausdorff outer measurescoherent upper conditional previsionsconglomerability principledisintegration property
Contents, measures, outer measures, capacities (28A12) Axioms; other general questions in probability (60A05)
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Cites Work
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- Conglomerable natural extension
- Probabilistic independence with respect to upper and lower conditional probabilities assigned by Hausdorff outer and inner measures
- Iterated Choquet expectations: a possibility result
- The extent of non-conglomerability of finitely additive probabilities
- Random fractals
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