Some Fubini theorems on 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:	Maison des Sciences Économiques, Université Paris 1 (Panthéon-Sorbonne)
Subject:	Choquet integral \| product capacity

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Extent:	application/pdf
Series:	Cahiers de la Maison des Sciences Economiques. - ISSN 1624-0340.
Type of publication:	Book / Working Paper
Notes:	21 pages
Classification:	D80 - Information and Uncertainty. General ; C02 - Mathematical Methods
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005797825