Some Fubini Theorems on product σ-algebras for non-additive measures
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.Download Info
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Paper provided by Université Paris-Dauphine in its series Open Access publications from Université Paris-Dauphine with number urn:hdl:123456789/7324.Length:
Date of creation: Aug 2008
Date of revision:
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;Find related papers by JEL classification:
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- D82 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Asymmetric and Private Information; Mechanism Design
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
References
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"On Independence for Non-Additive Measures, with a Fubini Theorem,"
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Citations
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- 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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