Some Fubini theorems on product sigma-algebras for non-additive measures
We give some Fubini's theorems (interversion of the order of integration and product capacities) in the framework of the Choquet integral for product sigma-algebras. Following Ghirardato this is performed by considering slice-comonotonic functions. Our results can be easily interpreted for belief functions, in the Dempster and Shafer setting.
|Date of creation:||Dec 2006|
|Publication status:||Published in Cahiers de la Maison des Sciences Economiques 2006.86 - ISSN 1624-0340. 2006|
|Note:||View the original document on HAL open archive server: https://halshs.archives-ouvertes.fr/halshs-00130444|
|Contact details of provider:|| Web page: https://hal.archives-ouvertes.fr/|
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