On the disintegration property of coherent upper conditional prevision defined by the Choquet integral with respect to its associated Hausdorff outer measure

Serena Doria ()
Additional contact information
Serena Doria: University G.d’Annunzio

Annals of Operations Research, 2017, vol. 256, issue 2, No 5, 253-269

Abstract: Abstract Let $$ (\varOmega , d )$$ ( Ω , d ) be a metric space where $$\varOmega $$ Ω is a set with positive and finite Hausdorff outer measure in its Hausdorff dimension and let $$\mathbf B $$ B be a partition of $$\varOmega $$ Ω . The coherent upper conditional prevision defined as the Choquet integral with respect to its associated Hausdorff outer measure is proven to satisfy the disintegration property on every non-null partition and the coherent unconditional prevision is proven to be fully conglomerable on every partition.

Keywords: Coherent upper conditional previsions; Hausdorff outer measures; Choquet integral; Disintegration property; Conglomerability principle; Law of iterated expectations; 60A05; 28A12 (search for similar items in EconPapers)
Date: 2017
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (3)

Downloads: (external link)
http://link.springer.com/10.1007/s10479-016-2270-9 Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:annopr:v:256:y:2017:i:2:d:10.1007_s10479-016-2270-9

Ordering information: This journal article can be ordered from
http://www.springer.com/journal/10479

DOI: 10.1007/s10479-016-2270-9

Access Statistics for this article

Annals of Operations Research is currently edited by Endre Boros

More articles in Annals of Operations Research from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().