In this paper, it is proven that the natural extensions of a submodular coherent upper conditional probability, defined a class S properly contained in the power set of Ω, coincide… Click to show full abstract
In this paper, it is proven that the natural extensions of a submodular coherent upper conditional probability, defined a class S properly contained in the power set of Ω, coincide on the class of all bounded and upper S-measurable random variables. Moreover, it is proven that a coherent upper conditional prevision can be represented as the Choquet integral, the pan-integral and the concave integral with respect to its associated Hausdorff outer measure and, denoted by S the σ-field of all -measurable sets, all these integral representations agree with the Lebesgue integral on the class of all S-measurable random variables.
               
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