scientific article; zbMATH DE number 1137927
A capacity \(c\) on a topological space \(E\) is defined as a \(\langle 0,\infty \rangle \)-valued function on the subsets of \(E\) such that (a)\quad \(c(\emptyset)=0\); (b)\quad \(c(A)=\sup \limits _{\substack{ K\text{ compact}\\K\subset A}} c(K) \quad \text{for all } A\subset E\); (c)\quad \(c(K)=\inf \limits _{\substack{ G\text{ open}\\G\supset K}} c(G) \quad \text{for all } K\subset E\). The author defines two topologies on the set \(C(E)\) of all capacities on \(E\), vague topology and narrow topology. If \(E\) is a topological space, \(c\) a capacity on \(E\) and \(f:E\to \langle 0,\infty \rangle \), the following integrals are defined: \[ \begin{aligned} \int^1 f {\text d}c&=\int_0^\infty c(\{e\in E:f(t)\geq t\}) {\text d}t \quad \text{(Choquet integral)},\\ \int^p f {\text d}c&=\Biggl(\int^1 f^p {\text d}c^p\Biggr)^\frac 1p \quad (p\text{-integral)\quad and}\\ \int^\infty f{\text d}c&=\sup \limits _{\substack{ K\subset E\\K\text{ compact}}} a_Kc(K),\quad \text{where }a_K=\inf_{x\in K}f(x) \quad (\text{sup integral}). \end{aligned} \] The author investigates some properties of these integrals. Then he defines the indefinite Choquet integral in regard to a capacity \(c\) as the map \[ A\mapsto \int_A^1f {\text d}c=\int_0^\infty c(\{e\in A:\;f(x)\geq t\}){\text d}t \quad \text{for }A\subset E \] and determines under what conditions this map is again a capacity and when the map \((f,c)\to \int_A^1f {\text d}c\) is continuous.
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