Integral Representation of Continuous Comonotonically Additive Functionals
In this paper, I first prove an integral representation theorem: Every quasi-integralon a Stone lattice can be represented by a unique upper-continuous capacity. I then apply this representation theorem to study the topological structure of the space of all upper-continuous capacities on a compact space, and to prove the existence of an upper-continuous capacity on the product space of infinitely many compact Hausdorff spaces with a collection of consistent finite marginals.
|Date of creation:||01 Mar 1996|
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