Institute of Information Theory and Automation

You are here

Bibliography

Journal Article

On Choquet-Pettis Expectation of Banach-Valued Functions: A Counter Example

Agahi H., Mesiar Radko

: International Journal of Uncertainty Fuzziness and Knowledge-Based Systems vol.26, 2 (2018), p. 255-259

: Choquet expectation, Pettis integral, vector space

: 10.1142/S0218488518500137

: http://library.utia.cas.cz/separaty/2018/E/mesiar-0491734.pdf

(eng): In probability theory, mathematical expectation of a random variable is very important. Choquet expectation (integral), as a generalization of mathematical expectation, is a powerful tool in various areas, mainly in generalized probability theory and decision theory. In vector spaces, combining Choquet expectation and Pettis integral has led to a challenging and an interesting subject for researchers. In this paper, we indicate and discuss a failure in the previous definition of Choquet-Pettis integral of Banach space- valued functions. To obtain a correct definition of Choquet-Pettis integral, an open problem concerning the linearity of the Choquet integral is stated.

: BA

: 10101

2019-01-07 08:39