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On some claims related to Choquet integral risk measures

✍ Scribed by Hung T. Nguyen; Uyen H. Pham; Hien D. Tran

Book ID
111985149
Publisher
Springer US
Year
2011
Tongue
English
Weight
764 KB
Volume
195
Category
Article
ISSN
0254-5330

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On Variational Measures Related to Some
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✍ B. Bongiorno; L. Di Piazza; V.A. Skvortsov πŸ“‚ Article πŸ“… 2000 πŸ› Elsevier Science 🌐 English βš– 123 KB

We extend, to a certain class of differentiation bases, some results on the variational measure and the Ξ΄-variation obtained earlier for the full interval basis. In particular the theorem stating that the variational measure generated by an interval function is Οƒ-finite whenever it is absolutely con