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

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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.

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Acknowledgments

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

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  1. Department of Engineering and Geology, University G.d’Annunzio, Via dei Vestini 31, Chieti, Italy

    Serena Doria

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  1. Serena Doria
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Correspondence to Serena Doria.

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Doria, S. On the disintegration property of coherent upper conditional prevision defined by the Choquet integral with respect to its associated Hausdorff outer measure. Ann Oper Res 256, 253–269 (2017). https://doi.org/10.1007/s10479-016-2270-9

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