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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. © 2011 Springer-Verlag Berlin Heidelberg.
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ISSN: 1867-5662
年份: 2011
卷: 100
页码: 101-108
语种: 英文
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