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

DOI10.1007/s11425-006-2010-8zbMath1177.46020OpenAlexW1932293874MaRDI QIDQ867789

Yongsheng Song, Jia'an Yan

Publication date: 16 February 2007

Published in: Science in China. Series A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11425-006-2010-8

zbMATH Keywords

Choquet integralcomonotonically convexcomonotonically subadditive

Mathematics Subject Classification ID

Spaces of measurable functions ((L^p)-spaces, Orlicz spaces, Köthe function spaces, Lorentz spaces, rearrangement invariant spaces, ideal spaces, etc.) (46E30) Contents, measures, outer measures, capacities (28A12) Applications of functional analysis in probability theory and statistics (46N30)

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Cites Work

• Unnamed Item
• Non-additive measure and integral
• Convex measures of risk and trading constraints
• Coherent Measures of Risk
• Robust Statistics

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