On a representation theorem of Schmeidler

DOI10.1007/BF02925375zbMath0929.60032OpenAlexW2048837205MaRDI QIDQ1381187

Heinz J. Skala

Publication date: 17 March 1998

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02925375

zbMATH Keywords

integral representationsimilarly orderedcomonotonic

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Martingales and classical analysis (60G46)

Cites Work

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• Sulla rappresentazione di funzionali mediante integrali
• Risk aversion in the theory of expected utility with rank dependent probabilities
• Non-additive measure and integral
• Minimax tests and the Neyman-Pearson lemma for capacities
• Theory of capacities
• Martingales and Stochastic Integrals
• Integral Representation Without Additivity
• The Dual Theory of Choice under Risk
• Upper and Lower Probabilities Induced by a Multivalued Mapping
• Arzela's Dominated Convergence Theorem for the Riemann Integral

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