Signed integral representations of comonotonic additive functionals
type: Item
instance of: scholarly article
title: Signed integral representations of comonotonic additive functionals
zbMATH Open document ID: 1231.28016
author: Simone Cerreia-Vioglio
author: Fabio Maccheroni
author: Massimo Marinacci
author: Luigi Montrucchio
published in: Journal of Mathematical Analysis and Applications
publication date: 2011-10-24T00:00:00Z
review text: For Choquet integrals, two different frameworks are typically used. The first, introduced by Schmeidler, uses a space of bounded measurable functions, the second, studied by Zhou, uses a Stone vector lattice. In the present paper, the authors find a unified treatment. They extend Choquet integral representations to general, not necessarily monotone, set functions, and they extend the Daniell-Stone Theorem to the comonotonic additive case.
reviewed by: Wolfgang Näther
Mathematics Subject Classification ID: 28E05
Mathematics Subject Classification ID: 28E10
zbMATH DE Number: 5962662
zbMATH Keywords: capacities
zbMATH Keywords: Choquet integrals
zbMATH Keywords: comonotonic additive functionals
zbMATH Keywords: Stone lattices
MaRDI profile type: Publication
full work available at URL: j.jmaa.2011.07.019
OpenAlex ID: W2053561951
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DOI: 10.1016/J.JMAA.2011.07.019
description: scientific article; zbMATH DE number 5962662