Some Fubini theorems on 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.
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- Alain Chateauneuf & Fabio Maccheroni & Massimo Marinacci & Jean-Marc Tallon, 2005.
"Monotone continuous multiple priors,"
Springer;Society for the Advancement of Economic Theory (SAET), vol. 26(4), pages 973-982, November.
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- Alain Chateauneuf & Fabio Macheronni & Massimo Marinacci & Jean-Marc Tallon, 2005. "Monotone continuous multiple priors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00177057, HAL.
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- Ghirardato, Paolo, 1995. "On Independence For Non-Additive Measures, With a Fubini Theorem," Working Papers 940, California Institute of Technology, Division of the Humanities and Social Sciences.
- Itzhak Gilboa & David Schmeidler, 1995. "Canonical Representation of Set Functions," Mathematics of Operations Research, INFORMS, vol. 20(1), pages 197-212, February.
- Itzhak Gilboa & David Schmeidler, 1992. "Canonical Representation of Set Functions," Discussion Papers 986, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Itzhak Gilboa & David Schmeidler, 1995. "Canonical Representation of Set Functions," Post-Print hal-00481346, HAL.
- Schmeidler, David, 1989. "Subjective Probability and Expected Utility without Additivity," Econometrica, Econometric Society, vol. 57(3), pages 571-587, May.
- David Schmeidler, 1989. "Subjective Probability and Expected Utility without Additivity," Levine's Working Paper Archive 7662, David K. Levine.
- Massimo Marinacci, 1997. "Finitely Additive and Epsilon Nash Equilibria," International Journal of Game Theory, Springer;Game Theory Society, vol. 26(3), pages 315-333. Full references (including those not matched with items on IDEAS)
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