Integral representation of coherent upper conditional prevision with respect to its associated Hausdorff outer measure: a comparison among the Choquet integral, the pan-integral and the concave integral
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DOI: 10.1080/03081079.2018.1473392
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… read more here.
Keywords: coherent upper; upper conditional; conditional prevision; integral pan ... See more keywords