Fully conglomerable coherent upper conditional prevision defined by the Choquet integral with respect to its associated Hausdorff outer measure
نویسنده
چکیده
Let (Ω, d) be a metric space where Ω is a set with positive and finite Hausdorff outer measure in its Hausdorff dimension and let B be a partition of 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 and the conglomerative principle on every partition.
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Characterization of a coherent upper conditional prevision as the Choquet integral with respect to its associated Hausdorff outer measure
A model of coherent upper conditional prevision for bounded random variables is proposed in a metric space. It is defined by the Choquet integral with respect to Hausdorff outer measure if the conditioning event has positive and finite Hausdorff outer measure in its Hausdorff dimension. Otherwise, when the conditioning event has Hausdorff outer measure equal to zero or infinity in its Hausdorff...
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