[SIPTA] Paper Announcement: Symmetric coherent upper conditional prevision defined by the Choquet integral with respect to Hausdorff outer measure
The article "Symmetric coherent upper conditional prevision defined
by the Choquet integral with respect to Hausdorff outer measure" has
just been published and is available as 'Online First' on SpringerLink:
http://link.springer.com/article/10.1007/s10479-014-1752-x
Abstract
In a metric space symmetric fuzzy measures defined on the class
of all subsets are introduced. Coherent upper conditional
probabilities defined
by Hausdorff outer measures are symmetric and distorted coherent upper con-
ditional probabilities defined by Hausdorff outer measures with concave dis-
tortion are proven to be symmetric. Null events and symmetric events with
respect to coherent upper conditional probabilities defined by Hausdorff outer
measures are characterized. Coherent upper conditional prevision defined as
Choquet integral with respect to Hausdorff outer measure is symmetric be-
cause it is invariant with respect to equimeasurable random variables.
Author Serena Doria Department of Engineering and Geology University G. d'Annunzio, Chieti, Italy Tel.: +0039-0871-3555364 E-mail: s.doria(a)dst.unich.it
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participants (1)
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Serena Doria