Characterization of a coherent upper conditional prevision as the Choquet integral with respect to its associated Hausdorff outer measure (Q1761862)
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scientific article; zbMATH DE number 6107384
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Characterization of a coherent upper conditional prevision as the Choquet integral with respect to its associated Hausdorff outer measure |
scientific article; zbMATH DE number 6107384 |
Statements
Characterization of a coherent upper conditional prevision as the Choquet integral with respect to its associated Hausdorff outer measure (English)
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15 November 2012
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coherent upper conditional prevision
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Hausdorff outer measure
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Choquet integral
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comonotonic additivity
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submodularity
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continuity from below
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