On the disintegration property of coherent upper conditional prevision defined by the Choquet integral with respect to its associated Hausdorff outer measure

DOI10.1007/s10479-016-2270-9zbMath1382.60008OpenAlexW2475096182MaRDI QIDQ1699143

Serena Doria

Publication date: 16 February 2018

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-016-2270-9

zbMATH Keywords

Choquet integrallaw of iterated expectationsHausdorff outer measurescoherent upper conditional previsionsconglomerability principledisintegration property

Mathematics Subject Classification ID

Contents, measures, outer measures, capacities (28A12) Axioms; other general questions in probability (60A05)

Related Items (5)

Coherent lower and upper conditional previsions defined by Hausdorff inner and outer measures to represent the role of conscious and unconscious thought in human decision making ⋮ Coherent upper conditional previsions defined by fractal outer measures to represent the unconscious activity of human brain ⋮ Coherent conditional previsions with respect to inner and outer Hausdorff measures to represent conscious and unconscious human brain activity ⋮ A survey of decision making and optimization under uncertainty ⋮ Preference orderings represented by coherent upper and lower conditional previsions

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• The extent of non-conglomerability of finitely additive probabilities
• Random fractals

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