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

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  • Lefort, Jean-Philippe
  • Chateauneuf, Alain

Abstract

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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File URL: http://basepub.dauphine.fr/xmlui/bitstream/123456789/7324/2/B06086.pdf
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Bibliographic Info

Paper provided by Université Paris-Dauphine in its series Open Access publications from Université Paris-Dauphine with number urn:hdl:123456789/7324.

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Date of creation: Aug 2008
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Publication status: Published in International Journal of Approximate Reasoning (2008-08) v.48, p.686-696
Handle: RePEc:ner:dauphi:urn:hdl:123456789/7324

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Related research

Keywords: mathematical analysis; Fubini Theorem;

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References

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  1. : Ebbe Hendon & Hans Jørgen Jacobsen & Birgitte Sloth & Torben Tranæs, 1993. "The Product of Capacities and Belief Functions," Discussion Papers 93-04, University of Copenhagen. Department of Economics.
  2. Yann Rébillé, 2005. "A Yosida-Hewitt decomposition for totally monotone games on locally compact sigma-compact topological spaces," Cahiers de la Maison des Sciences Economiques b05087, Université Panthéon-Sorbonne (Paris 1).
  3. Ghirardato, Paolo, 1997. "On Independence for Non-Additive Measures, with a Fubini Theorem," Journal of Economic Theory, Elsevier, vol. 73(2), pages 261-291, April.
  4. Schmeidler, David, 1989. "Subjective Probability and Expected Utility without Additivity," Econometrica, Econometric Society, vol. 57(3), pages 571-87, May.
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Cited by:
  1. Ghossoub, Mario, 2011. "Monotone equimeasurable rearrangements with non-additive probabilities," MPRA Paper 37629, University Library of Munich, Germany, revised 23 Mar 2012.

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