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)