Some Fubini Theorems on product σ-algebras for non-additive measures

Some Fubini Theorems on product σ-algebras for non-additive measures

Since the seminal paper of Ghirardato, it is known that Fubini Theorem for non-additive measures can be available only for functions defined as “slice-comonotonic”. We give different assumptions that provide such Fubini Theorems in the framework of product σ-algebras.

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Veröffentlicht in:International journal of approximate reasoning 2008-08, Vol.48 (3), p.686-696
Hauptverfasser: Chateauneuf, Alain, Lefort, Jean-Philippe
Format: Artikel
Sprache:eng
Schlagworte:
Economics and Finance
General Mathematics
Humanities and Social Sciences
Mathematics
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Zusammenfassung:Since the seminal paper of Ghirardato, it is known that Fubini Theorem for non-additive measures can be available only for functions defined as “slice-comonotonic”. We give different assumptions that provide such Fubini Theorems in the framework of product σ-algebras.
ISSN:0888-613X
1873-4731
DOI:10.1016/j.ijar.2007.02.007