Extension and representation of comonotonically additive functionals
The domain of comonotonically additive and monotone functionals on the class of continuous functions with compact support is extended in a natural way. A necessary and sufficient condition for which the extended functional is comonotonically additive and monotone is presented. It is shown that the extended functional can be represented by a Choquet integral when the extended functional is comonotonically additive and monotone, (C) 2001 Elsevier Science B.V. All rights reserved.
comonotonic choquet integral fuzzy measure non-additive measure integral representation