Comonotonic additive operators and their representations
Glasgow mathematical journal, Tome 41 (1999) no. 2, pp. 191-196
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In a recent illuminating paper, June M. Parker [5] discussed Choquet integral representations of comonotonic additive functionals and related concepts. In our paper we provide a generalization of the Choquet integral and use this to obtain an integral representation for comonotonic additive operators.
Skala, Heinz J. Comonotonic additive operators and their representations. Glasgow mathematical journal, Tome 41 (1999) no. 2, pp. 191-196. doi: 10.1017/S0017089599970763
@article{10_1017_S0017089599970763,
author = {Skala, Heinz J.},
title = {Comonotonic additive operators and their representations},
journal = {Glasgow mathematical journal},
pages = {191--196},
year = {1999},
volume = {41},
number = {2},
doi = {10.1017/S0017089599970763},
url = {http://geodesic.mathdoc.fr/articles/10.1017/S0017089599970763/}
}
TY - JOUR AU - Skala, Heinz J. TI - Comonotonic additive operators and their representations JO - Glasgow mathematical journal PY - 1999 SP - 191 EP - 196 VL - 41 IS - 2 UR - http://geodesic.mathdoc.fr/articles/10.1017/S0017089599970763/ DO - 10.1017/S0017089599970763 ID - 10_1017_S0017089599970763 ER -
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