On the characterization of certain similarly ordered super-additive functionals

DOI10.1090/S0002-9939-98-04702-9zbMath0906.28005OpenAlexW1538916662MaRDI QIDQ4383134

Heinz J. Skala

Publication date: 24 March 1998

Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0002-9939-98-04702-9

zbMATH Keywords

martingalesintegral representationsimilarly orderedcomonotonic

Mathematics Subject Classification ID

Monotone and positive operators on ordered Banach spaces or other ordered topological vector spaces (47H07) Martingales and classical analysis (60G46) Integration theory via linear functionals (Radon measures, Daniell integrals, etc.), representing set functions and measures (28C05)

Related Items (5)

On GT-convexity and related integral inequalities ⋮ GENERALIZED COMONOTONICALLY ADDITIVE OPERATORS: REPRESENTATIONS BY CHOQUET INTEGRALS ⋮ Continuous multi-utility representations of preorders ⋮ Continuous utility representation theorems in arbitrary concrete categories ⋮ On HT-convexity and Hadamard-type inequalities

Cites Work

• Expected utility with purely subjective non-additive probabilities
• Non-additive measure and integral
• Theory of capacities
• Martingales and Stochastic Integrals
• Subjective Probability and Expected Utility without Additivity
• Integral Representation Without Additivity
• Sur Les Applications Lineaires Faiblement Compactes D'Espaces Du Type C(K)

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