Rahsepar, Massoomeh; Xanthos, Foivos - In: Statistics & Risk Modeling 37 (2021) 3-4, pp. 107-119
Abstract Let 𝒳 be a subset of L^{1} that contains the space of simple random variables ℒ and \rho\colon\mathcal{X}\to(-\infty,\infty] a dilatation monotone functional with the Fatou property.
In this note, we show that 𝜌 extends uniquely to a \sigma(L^{1},\mathcal{L}) lower...
