Title of article
Signed integral representations of comonotonic additive functionals
Author/Authors
Cerreia-Vioglio، نويسنده , , Simone and Maccheroni، نويسنده , , Fabio and Marinacci، نويسنده , , Massimo and Montrucchio، نويسنده , , Luigi، نويسنده ,
Issue Information
دوهفته نامه با شماره پیاپی سال 2012
Pages
18
From page
895
To page
912
Abstract
We establish integral representation results for suitably pointwise continuous and comonotonic additive functionals of bounded variation defined on Stone lattices. As an application, we prove a comonotonic version of the Daniell–Stone Theorem.
Keywords
Stone lattices , Comonotonic additive functionals , Capacities , Choquet integrals
Journal title
Journal of Mathematical Analysis and Applications
Serial Year
2012
Journal title
Journal of Mathematical Analysis and Applications
Record number
1562282
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