Some Fubini theorems on product sigma-algebras for non-additive measures
Alain Chateauneuf () and
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) from HAL
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.
Keywords: product capacity; Choquet integral; product capacity.; Intégrale de Choquet; capacité produit. (search for similar items in EconPapers)
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Published in 2006
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Working Paper: Some Fubini theorems on product sigma-algebras for non-additive measures (2008)
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Persistent link: https://EconPapers.repec.org/RePEc:hal:cesptp:halshs-00130444
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