Abstract
In this paper we introduce and study the new concept of the Choquet integral in capacity, which generalizes the Riemann integral in probability and the classical Choquet integral. Properties of this new integral are proved and some applications are presented.
Citation
Sorin G. Gal. "The Choquet Integral in Capacity." Real Anal. Exchange 43 (2) 263 - 280, 2018. https://doi.org/10.14321/realanalexch.43.2.0263
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