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5. The representations of two types of functionals on L∞(Ω,F)and L∞(Ω,F,P)

The representations of two types of functionals on L∞(Ω,F)and L∞(Ω,F,P)

来源 :中国科学：数学英文版 | 被引量 : 0次 | 上传用户：A5151

【摘 要】

：

This article gives the representations of two types of real functionals on L∞(Ω,F)or L∞(Ω,F,P) in terms of Choquet integrals. These functionals are comonoto

【作 者】

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SONG Yongsheng YAN Jia'an 

【机 构】

：

InstituteofAppliedMathematics

【出 处】

：

中国科学：数学英文版

【发表日期】

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2006年10期

【关键词】

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Choquet integral comonotonically subadditive comonotonically convex. Choquet i 

【基金项目】

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This work was supported by the National Natural Science Foundation of China (Grant No. 10571167).

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This article gives the representations of two types of real functionals on L∞(Ω,F)or L∞(Ω,F,P) in terms of Choquet integrals. These functionals are comonotonically subadditive and comonotonically convex, respectively.

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