Choquet integration on Riesz spaces and dual comonotonicity

DOI10.1090/tran/6313zbMath1331.28007OpenAlexW1904859964MaRDI QIDQ3450277

Luigi Montrucchio, Massimo Marinacci, Fabio Maccheroni, Simone Cerreia-Vioglio

Publication date: 3 November 2015

Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/tran/6313

zbMATH Keywords

Riesz representation theoremChoquet integralArchimedean Riesz spacenormed latticenon-additive functionaldual comonotonicity

Mathematics Subject Classification ID

Contents, measures, outer measures, capacities (28A12) Integration with respect to measures and other set functions (28A25) Banach lattices (46B42) Measures and integration on abstract linear spaces (46G12) Ordered normed spaces (46B40) Integration theory via linear functionals (Radon measures, Daniell integrals, etc.), representing set functions and measures (28C05)

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