Set valued probability and its connection with set valued measure

DOI10.1016/J.SPL.2012.02.021zbMath1250.60010OpenAlexW2136145857MaRDI QIDQ426679

Mila Stojaković

Publication date: 11 June 2012

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2012.02.021

zbMATH Keywords

set valued measureset valued probability

Mathematics Subject Classification ID

Fuzzy probability (60A86)

Related Items (7)

Stochastic efficiency and inefficiency in portfolio optimization with incomplete information: a set-valued probability approach ⋮ A new fuzzy-valued integral and its convergence theorems ⋮ Lebesgue decomposition theorem and weak Radon-Nikodým theorem for generalized fuzzy number measures ⋮ A new integral with respect to a generalized fuzzy number measure ⋮ New set-valued integral in a Banach space ⋮ Some properties and convergence theorems for fuzzy-valued Kluvánek-Lewis integrals ⋮ Lusin's theorem for monotone set-valued measures on topological spaces

Cites Work

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• The axioms of subjective probability
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• The theory of interval-probability as a unifying concept for uncertainty
• Toward a perception-based theory of probabilistic reasoning with imprecise probabilities
• Partial identification of probability distributions.
• Nonparametric predictive inference and interval probability
• Fuzzy valued measure
• Nonparametric predictive subset selection for proportions
• Theory of capacities
• Upper and Lower Probabilities Induced by a Multivalued Mapping

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