A Characterization Theorem for Aumann Integrals-Reference-Cited by-同舟云学术

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A Characterization Theorem for Aumann Integrals

Published:2014-11-14 Issue:2 Volume:23 Page:305-318
ISSN:1877-0533
Container-title:Set-Valued and Variational Analysis
language:en
Short-container-title:Set-Valued Var. Anal

Author:

Ararat Çağın,Rudloff Birgit

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Geometry and Topology,Numerical Analysis,Statistics and Probability,Analysis

Link

http://link.springer.com/content/pdf/10.1007/s11228-014-0309-0.pdf

Reference12 articles.

1. Aumann, R.J.: Integrals of set-valued functions. J. Math. Anal. Appl. 12, 1–12 (1965)

2. Çınlar, E.: Probability and Stochastics. Springer, New York (2012)

3. Hamel, A.H.: A duality theory for set-valued functions I: Fenchel conjugation theory. Set-Valued Var. Anal. 17, 153–182 (2009)

4. Hamel, A.H., Heyde, F., Löhne, A., Rudloff, B., Schrage, C.: Set optimization—a rather short introduction. In: Hamel, A.H., Heyde, F., Löhne, A., Rudloff, B., Schrage, C. (eds.) Set Optimization and Applications in Finance - The State of the Art. Springer, forthcoming in 2014

5. Hamel, A.H., Heyde, F., Rudloff, B.: Set-valued risk measures for conical market models. Math. Financ. Econ. 5, 1–28 (2011)

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