Some Fubini Theorems on product σ-algebras for non-additive measures.

Since the seminal paper of Ghirardato, it is known that Fubini Theorem for non-additive measures can be available only for functions defined as “slice-comonotonic”. We give different assumptions that provide such Fubini Theorems in the framework of product σ-algebras.

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Year of publication:	2008-08
Authors:	Lefort, Jean-Philippe ; Chateauneuf, Alain
Institutions:	Université Paris-Dauphine
Subject:	mathematical analysis \| Fubini Theorem

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Extent:	application/pdf
Series:	Open Access publications from Université Paris-Dauphine.
Type of publication:	Book / Working Paper
Language:	English
Notes:	Published in International Journal of Approximate Reasoning (2008-08) v.48, p.686-696
Classification:	C02 - Mathematical Methods ; D82 - Asymmetric and Private Information ; D81 - Criteria for Decision-Making under Risk and Uncertainty
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10009357830