Integral representation of continuous comonotonically additive functionals

Transactions of the American Mathematical Society

Volumn 350, Issue 5, 1998, Pages 1811-1822

  Lin, Zhou ^a  

^a DUKE UNIVERSITY   (United States)

Author keywords

Choquet integrals; Comonotonically additive functional; Consistent marginals; Continuous functionals; Kolmogorov's theorem; Monotonie functionals; Regular capacities; Stone lattices; The weak topology; Upper continuous capacities

Indexed keywords

EID: 22044458256     PISSN: 00029947     EISSN: None     Source Type: Journal    
DOI: 10.1090/s0002-9947-98-01735-8     Document Type: Article

References (9)

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