Some Fubini theorems on product sigma-algebras for non-additive measures

Alain Chateauneuf and Jean-Philippe Lefort ()
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Jean-Philippe Lefort: CES - Centre d'économie de la Sorbonne - UP1 - Université Paris 1 Panthéon-Sorbonne - CNRS - Centre National de la Recherche Scientifique

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Abstract: 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; capacité produit; Intégrale de Choquet (search for similar items in EconPapers)
Date: 2006-12
Note: View the original document on HAL open archive server: https://shs.hal.science/halshs-00130444
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Published in 2006

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Related works:
Working Paper: Some Fubini theorems on product sigma-algebras for non-additive measures (2008)
Working Paper: Some Fubini theorems on product sigma-algebras for non-additive measures (2008)
Working Paper: Some Fubini theorems on product sigma-algebras for non-additive measures (2006)
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