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Abstract:
The article aims at discussing conditional Choquet expectations with respect to capacities. We introduce the concept of conditional Choquet expectation with respect to submodular capacity, and prove some properties. Moreover, we state that Cr inequality, Schwarz inequality, H O lder's inequality, Minkowski inequality and Jensen's inequality still hold for this kind of conditional Choquet expectations.
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Year: 2012
Volume: 7
Page: 787-793
Language: English
Cited Count:
WoS CC Cited Count: 0
SCOPUS Cited Count:
ESI Highly Cited Papers on the List: 0 Unfold All
WanFang Cited Count:
Chinese Cited Count:
30 Days PV: 6
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