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.

MoreLess

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

freely available

Full text |

More access options

Check Google Scholar

In German libraries (KVK)

I need help

More details

Extent:	application/pdf
Series:	Economics Papers from University Paris Dauphine.
Type of publication:	Book / Working Paper
Notes:	Published in International Journal of Approximate Reasoning, 2008, Vol. 48, no. 3. pp. 686-696.Length: 10 pages
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/10011073537