de Cooman, Gert and Troffaes, Matthias and Miranda, Enrique (2008) 'A unifying approach to integration for bounded positive charges.', Journal of mathematical analysis and applications., 340 (2). pp. 982-999.
This paper deals with n-monotone functionals, which constitute a generalisation of n-monotone set functions. Using the notion of exactness of a functional, we introduce a new notion of lower and upper integral which subsumes as particular cases most of the approaches to integration in the literature. As a consequence, we can characterise which types of integrals can be used to calculate the natural extension (the lower envelope of all linear extensions) of a positive bounded charge.
|Keywords:||n-Monotonicity, Coherent lower prevision, Exact functional, Natural extension, Choquet integral, Comonotone additivity, Lower integral|
|Full text:||(AM) Accepted Manuscript|
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|Publisher Web site:||http://dx.doi.org/10.1016/j.jmaa.2007.09.026|
|Record Created:||15 Jan 2015 14:35|
|Last Modified:||16 Jan 2015 12:12|
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