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Persistent link: https://www.econbiz.de/10005155360
This paper introduces a novel approach to integrals with respect to capacities. Any random variable is decomposed as a combination of indicators. A prespecified set of collections of events indicates which decompositions are allowed and which are not. Each allowable decomposition has a value...
Persistent link: https://www.econbiz.de/10010793940
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