下模(上模)不可加测度的条件期望(英文)  

CONDITIONAL EXPECTATION FOR SUBMODULAR(SUPERMODULAR) NON-ADDITIVE MEASURES

作　　者：张爱丽[1] 王文元[1] 胡亦钧[1] 

机构地区：[1]武汉大学数学与统计学院,湖北武汉430072

出　　处：《数学杂志》2012年第2期269-273,共5页Journal of Mathematics

基　　金：Supported in part by the National Natural Science Foundation of China(10971157);Ministry of Education of the People’s Republic of China (09JZD0027)

摘　　要：本文研究了下模(上模)不可加测度的条件期望.利用下模不可加测度μ的Choquet积分的最大可加表示定理定义了下模(上模)不可加测度的条件期望, 并且证明了这种条件期望的相关性质.In this paper,we study the conditional expectation for submodular non-additive measures.By using the maximal additive representation of the Choquet integral with respect to submodular non-additive measures μ,we define the conditional expectation for submodular non-additive measures.Finally,we propose some properties of the conditional expectation for submodular non-additive measures similar to the classical conditional expectation.

关 键 词：不可加测度 CHOQUET积分 可加表示 

分 类 号：O174.12[理学—数学]