Abstract
The article aims at discussing the Choquet integrals of set-valued random variables with respect to capacities. We firstly state representation theorems and subadditive property of set-valued Choquet integrals. Then we mainly prove Fatou’s Lemmas, Lesbesgue dominated convergence theorem and monotone convergence theorems of set-valued Choquet integrals under the weaker conditions than that in previous works.
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Wang, H., Li, S. (2011). On Convergence Theorems of Set-Valued Choquet Integrals. In: Li, S., Wang, X., Okazaki, Y., Kawabe, J., Murofushi, T., Guan, L. (eds) Nonlinear Mathematics for Uncertainty and its Applications. Advances in Intelligent and Soft Computing, vol 100. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-22833-9_12
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DOI: https://doi.org/10.1007/978-3-642-22833-9_12
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-22832-2
Online ISBN: 978-3-642-22833-9
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