On Choquet-Pettis Expectation of Banach-Valued Functions: A Counter Example

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F18%3A00491734" target="_blank" >RIV/67985556:_____/18:00491734 - isvavai.cz</a>

Result on the web

<a href="http://dx.doi.org/10.1142/S0218488518500137" target="_blank" >http://dx.doi.org/10.1142/S0218488518500137</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.1142/S0218488518500137" target="_blank" >10.1142/S0218488518500137</a>

Result language

angličtina

Original language name

On Choquet-Pettis Expectation of Banach-Valued Functions: A Counter Example

Original language description

In probability theory, mathematical expectation of a random variable is very important. Choquet expectation (integral), as a generalization of mathematical expectation, is a powerful tool in various areas, mainly in generalized probability theory and decision theory. In vector spaces, combining Choquet expectation and Pettis integral has led to a challenging and an interesting subject for researchers. In this paper, we indicate and discuss a failure in the previous definition of Choquet-Pettis integral of Banach space- valued functions. To obtain a correct definition of Choquet-Pettis integral, an open problem concerning the linearity of the Choquet integral is stated.

Czech name

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Czech description

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Type

J_imp - Article in a specialist periodical, which is included in the Web of Science database

CEP classification

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OECD FORD branch

10101 - Pure mathematics

Project

—

Continuities

I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Publication year

2018

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Name of the periodical

International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems

ISSN

1793-6411

e-ISSN

—

Volume of the periodical

26

Issue of the periodical within the volume

2

Country of publishing house

SG - SINGAPORE

Number of pages

5

Pages from-to

255-259

UT code for WoS article

000430137900005

EID of the result in the Scopus database

2-s2.0-85045406651