Abstract
This article gives the representations of two types of real functionals on L ∞(Ω, Ƒ) or L ∞(Ω, Ƒ, ℙ) in terms of Choquet integrals. These functionals are comonotonically subadditive and comonotonically convex, respectively.
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Song, Y., Yan, J. The representations of two types of functionals on L ∞(Ω, Ƒ) and L ∞(Ω, Ƒ, ℙ). SCI CHINA SER A 49, 1376–1382 (2006). https://doi.org/10.1007/s11425-006-2010-8
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DOI: https://doi.org/10.1007/s11425-006-2010-8