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The representations of two types of functionals on \(L^\infty(\Omega,\mathcal F)\) and \(L^\infty(\Omega,\mathcal F,\mathbb P)\) - MaRDI portal

The representations of two types of functionals on \(L^\infty(\Omega,\mathcal F)\) and \(L^\infty(\Omega,\mathcal F,\mathbb P)\) (Q867789)

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scientific article; zbMATH DE number 5127947
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English
The representations of two types of functionals on \(L^\infty(\Omega,\mathcal F)\) and \(L^\infty(\Omega,\mathcal F,\mathbb P)\)
scientific article; zbMATH DE number 5127947

    Statements

    The representations of two types of functionals on \(L^\infty(\Omega,\mathcal F)\) and \(L^\infty(\Omega,\mathcal F,\mathbb P)\) (English)
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    16 February 2007
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    Choquet integral
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    comonotonically subadditive
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    comonotonically convex
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