Abstract
We extend the Lusin Theorem to supermodular Dempster capacities.
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We wish to thank Fabio Maccheroni for valuable discussions. The financial support of MURST is gratefully acknowledged.
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Castaldo, A., Marinacci, M. A Lusin theorem for a class of Choquet capacities. Statistical Papers 43, 137–142 (2002). https://doi.org/10.1007/s00362-001-0091-6
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DOI: https://doi.org/10.1007/s00362-001-0091-6