Integral representation of continuous comonotonically additive functionals
From MaRDI portal
Publication:4382983
DOI10.1090/S0002-9947-98-01735-8zbMath0905.28006MaRDI QIDQ4382983
Publication date: 24 March 1998
Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)
weak topology; comonotonically additive functionals; Kolmogorov's theorem; Stone lattices; continuous functionals; Choquet integrals; quasi integral; monotonic functionals; consistent marginals; regular capacities; upper-continuous capacities
28A12: Contents, measures, outer measures, capacities
28C15: Set functions and measures on topological spaces (regularity of measures, etc.)
28C05: Integration theory via linear functionals (Radon measures, Daniell integrals, etc.), representing set functions and measures
Related Items
Nonadditive measures and nonlinear integrals —focusing on a theoretical aspect—, LAWS OF LARGE NUMBERS FOR CONTINUOUS BELIEF MEASURES ON COMPACT SPACES, Balanced capacities, Shell model of turbulence perturbed by Lévy noise, Non-additive anonymous games, Convex hyperspaces of probability measures and extensors in the asymptotic category, Signed integral representations of comonotonic additive functionals, Idempotent convexity and algebras for the capacity monad and its submonads, Irreducibility and exponential mixing of some stochastic hydrodynamical systems driven by pure jump noise, Foundations of neo-Bayesian statistics, Strong solutions to stochastic hydrodynamical systems with multiplicative noise of jump type, Integral representation of belief measures on compact spaces, Nash equilibria for games in capacities, Limit laws for non-additive probabilities and their frequentist interpretation, Subjective probability theory with continuous acts, Choquet operators associated to vector capacities, A note on the Choquet type operators, Nonlinear functionals on \(C(X)\) and Choquet integrals, A nonlinear extension of Korovkin's theorem, Attractive fixed-point solution study of shell model for homogeneous isotropic turbulence, Fractal dimensions for inclusion hyperspaces and non-additive measures, Choquet integration on Riesz spaces and dual comonotonicity
Cites Work
