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下模(上模)不可加测度的条件期望(英文)

CONDITIONAL EXPECTATION FOR SUBMODULAR(SUPERMODULAR) NON-ADDITIVE MEASURES
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摘要 本文研究了下模(上模)不可加测度的条件期望.利用下模不可加测度μ的Choquet积分的最大可加表示定理定义了下模(上模)不可加测度的条件期望, 并且证明了这种条件期望的相关性质. In this paper,we study the conditional expectation for submodular non-additive measures.By using the maximal additive representation of the Choquet integral with respect to submodular non-additive measures μ,we define the conditional expectation for submodular non-additive measures.Finally,we propose some properties of the conditional expectation for submodular non-additive measures similar to the classical conditional expectation.
出处 《数学杂志》 CSCD 北大核心 2012年第2期269-273,共5页 Journal of Mathematics
基金 Supported in part by the National Natural Science Foundation of China(10971157) Ministry of Education of the People’s Republic of China (09JZD0027)
关键词 不可加测度 CHOQUET积分 可加表示 Non-additive measures Choquet integral additive representation
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参考文献6

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