Annals of Operations Research

, Volume 256, Issue 2, pp 253–269 | Cite as

On the disintegration property of coherent upper conditional prevision defined by the Choquet integral with respect to its associated Hausdorff outer measure

IUKM2015
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Abstract

Let \( (\varOmega , d )\) be a metric space where \(\varOmega \) is a set with positive and finite Hausdorff outer measure in its Hausdorff dimension and let \(\mathbf B \) be a partition of \(\varOmega \). The coherent upper conditional prevision defined as the Choquet integral with respect to its associated Hausdorff outer measure is proven to satisfy the disintegration property on every non-null partition and the coherent unconditional prevision is proven to be fully conglomerable on every partition.

Keywords

Coherent upper conditional previsions Hausdorff outer measures Choquet integral Disintegration property Conglomerability principle Law of iterated expectations 

Mathematics Subject Classification

60A05 28A12 
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Notes

Acknowledgments

The author is grateful to the reviewers for the comments that improved the paper.

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Copyright information

© Springer Science+Business Media New York 2016

Authors and Affiliations

  1. 1.Department of Engineering and GeologyUniversity G.d’AnnunzioChietiItaly

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