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The Choquet integral w.r.t. a capacity can be seen in the finite case as a parsimonious linear interpolator between vertices of $[0,1]^n$. We take this basic fact as a starting point to define the Choquet integral in a very general way, using the geometric realization of lattices and their...
Persistent link: https://www.econbiz.de/10010750727
=(X_t)_{t\in [0,T]}$ is a certain diffusion process. We review the connection to the real interpolation theory, give examples and …
Persistent link: https://www.econbiz.de/10008790635