hero working papers

igned Integral Representations of Comonotonic Additive Functionals

Number: 366
Year: 2010
Author(s): Simone Cerreia-Vioglio, Fabio Maccheroni, Massimo Marinacci and Luigi Montrucchio
We establish integral representation results for suitably pointwise continuous and comonotonic additive functionals of bounded variation defined on Stone lattices.

2000 Mathematics Subject Classification: Primary 28A12, 28A25, 46G12; Secondary 91B06


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