Title of article :
Signed integral representations of comonotonic additive functionals
Author/Authors :
Cerreia-Vioglio، نويسنده , , Simone and Maccheroni، نويسنده , , Fabio and Marinacci، نويسنده , , Massimo and Montrucchio، نويسنده , , Luigi، نويسنده ,
Issue Information :
دوهفته نامه با شماره پیاپی سال 2012
Abstract :
We establish integral representation results for suitably pointwise continuous and comonotonic additive functionals of bounded variation defined on Stone lattices. As an application, we prove a comonotonic version of the Daniell–Stone Theorem.
Keywords :
Stone lattices , Comonotonic additive functionals , Capacities , Choquet integrals
Journal title :
Journal of Mathematical Analysis and Applications
Journal title :
Journal of Mathematical Analysis and Applications