Geodesic
Generalization of the expectation for a unified description of random and indefinite factors
Teoriâ veroâtnostej i ee primeneniâ, Tome 38 (1993) no. 3, pp. 529-539 Cet article a éte moissonné depuis la source Math-Net.Ru

Voir la notice de l'article

In this paper we demonstrate the possibility of a general description of random, indefinite and (some kinds of) fuzzy factors by weakening the additivity axiom for the probability and considering a measurable space of elementary events with a subadditive functional defined on the space of measurable functions. This functional (sublinear expectation) is a generalization of the expectation. Some properties of sublinear expectations are studied and some examples of constructing spaces with sublinear expectations of interest for applications are considered, in particular, the direct product of given spaces. The references consist of 9 titles.
Keywords: sublinear expectation, minimal dominating measure, direct and left-sided product of spaces with sublinear expectations.
Mots-clés : decomposition 
@article{TVP_1993_38_3_a3,
     author = {A. A. Lebedev and V. A. Lebedev},
     title = {Generalization of the expectation for a unified description of random and indefinite factors},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {529--539},
     year = {1993},
     volume = {38},
     number = {3},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1993_38_3_a3/}
}
TY  - JOUR
AU  - A. A. Lebedev
AU  - V. A. Lebedev
TI  - Generalization of the expectation for a unified description of random and indefinite factors
JO  - Teoriâ veroâtnostej i ee primeneniâ
PY  - 1993
SP  - 529
EP  - 539
VL  - 38
IS  - 3
UR  - http://geodesic.mathdoc.fr/item/TVP_1993_38_3_a3/
LA  - ru
ID  - TVP_1993_38_3_a3
ER  - 
%0 Journal Article
%A A. A. Lebedev
%A V. A. Lebedev
%T Generalization of the expectation for a unified description of random and indefinite factors
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1993
%P 529-539
%V 38
%N 3
%U http://geodesic.mathdoc.fr/item/TVP_1993_38_3_a3/
%G ru
%F TVP_1993_38_3_a3
A. A. Lebedev; V. A. Lebedev. Generalization of the expectation for a unified description of random and indefinite factors. Teoriâ veroâtnostej i ee primeneniâ, Tome 38 (1993) no. 3, pp. 529-539. http://geodesic.mathdoc.fr/item/TVP_1993_38_3_a3/