Some Fubini theorems on product sigma-algebras for non-additive measures

We give some Fubini's theorems (interversion of the order of integration and product capacities) in the framework of the Choquet integral for product sigma-algebras. Following Ghirardato this is performed by considering slice-comonotonic functions. Our results can be easily interpreted for belief functions, in the Dempster and Shafer setting.

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Year of publication:	2006-12
Authors:	Chateauneuf, Alain ; Lefort, Jean-Philippe
Institutions:	HAL
Subject:	Choquet integral \| product capacity

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Extent:	application/pdf
Series:	Post-Print.
Type of publication:	Book / Working Paper
Notes:	View the original document on HAL open archive server: http://halshs.archives-ouvertes.fr/halshs-00130444
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010750868