On the characterization of certain similarly ordered super-additive functionals

DOI10.1090/S0002-9939-98-04702-9zbMath0906.28005MaRDI QIDQ4383134

Heinz J. Skala

Publication date: 24 March 1998

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

Full work available at URL: https://doi.org/10.1090/s0002-9939-98-04702-9

zbMATH Keywords

martingales; integral representation; similarly ordered; comonotonic

Mathematics Subject Classification ID

47H07: Monotone and positive operators on ordered Banach spaces or other ordered topological vector spaces

60G46: Martingales and classical analysis

28C05: Integration theory via linear functionals (Radon measures, Daniell integrals, etc.), representing set functions and measures

Related Items

GENERALIZED COMONOTONICALLY ADDITIVE OPERATORS: REPRESENTATIONS BY CHOQUET INTEGRALS, Continuous multi-utility representations of preorders, Continuous utility representation theorems in arbitrary concrete categories, On HT-convexity and Hadamard-type inequalities, On GT-convexity and related integral inequalities

Cites Work

• Expected utility with purely subjective non-additive probabilities
• Non-additive measure and integral
• Theory of capacities
• Martingales and Stochastic Integrals
• Subjective Probability and Expected Utility without Additivity
• Integral Representation Without Additivity
• Sur Les Applications Lineaires Faiblement Compactes D'Espaces Du Type C(K)