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On Choquet-Pettis Expectation of Banach-Valued Functions: A Counter Example
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SYSNO ASEP 0491734 Document Type J - Journal Article R&D Document Type Journal Article Subsidiary J Článek ve WOS Title On Choquet-Pettis Expectation of Banach-Valued Functions: A Counter Example Author(s) Agahi, H. (IR)
Mesiar, Radko (UTIA-B) RID, ORCIDNumber of authors 2 Source Title International Journal of Uncertainty Fuzziness and Knowledge-Based Systems. - : World Scientific Publishing - ISSN 0218-4885
Roč. 26, č. 2 (2018), s. 255-259Number of pages 5 s. Publication form Print - P Language eng - English Country SG - Singapore Keywords Choquet expectation ; Pettis integral ; vector space Subject RIV BA - General Mathematics OECD category Pure mathematics Institutional support UTIA-B - RVO:67985556 UT WOS 000430137900005 EID SCOPUS 85045406651 DOI 10.1142/S0218488518500137 Annotation 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. Workplace Institute of Information Theory and Automation Contact Markéta Votavová, votavova@utia.cas.cz, Tel.: 266 052 201. Year of Publishing 2019
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