Integral Representation of Continuous Comonotonically Additive Functionals
Year of publication: |
1996-03-01
|
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Authors: | ZHOU, Lin |
Institutions: | Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain |
Subject: | Upper-continuous capacities | regular capacities | Choquet integrals | Stone lattices | comonotonically additive functionals | monotonic functionals | continuous functionals | the weak topology | Kolmogorov's theorem | consistent marginals |
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