• Title/Summary/Keyword: measure-valued measure

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A GENERALIZED SEQUENTIAL OPERATOR-VALUED FUNCTION SPACE INTEGRAL

  • Chang, Kun-Soo;Kim, Byoung-Soo;Park, Cheong-Hee
    • Journal of the Korean Mathematical Society
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    • v.40 no.1
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    • pp.73-86
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    • 2003
  • In this paper, we define a generalized sequential operator-valued function space integral by using a generalized Wiener measure. It is an extention of the sequential operator-valued function space integral introduced by Cameron and Storvick. We prove the existence of this integral for functionals which involve some product Borel measures.

Some Properties of Choquet Integrals with Respect to a Fuzzy Complex Valued Fuzzy Measure

  • Jang, Lee-Chae;Kim, Hyun-Mee
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • v.11 no.2
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    • pp.113-117
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    • 2011
  • In this paper, we consider fuzzy complex valued fuzzy measures and Choquet integrals with respect to a fuzzy measure of real-valued measurable functions. In doing so, we investigate some basic properties and convergence theorems.

Fuzzy Measure and Integration

  • Stojakovic, Mila
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 1993.06a
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    • pp.1418-1421
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    • 1993
  • The main purpose of this paper is to introduce and develop the notion of a fuzzy measure in separable Banach space. This definition of fuzzy measure is a natural generalization of the set-valued measure. Radon-Nikod m theorems for fuzzy measure are established.

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A bidirectional fuzy inference network for interval valued decision making systems (구간 결정값을 갖는 의사결정시스템의 양방향 퍼지 추론망)

  • 전명근
    • Journal of the Korean Institute of Telematics and Electronics C
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    • v.34C no.10
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    • pp.98-105
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    • 1997
  • In this work, we proesent a bidirectional approximate reasoning method and fuzzy inference network for interval valued decision making systems. For this, we propose a new type of similarity measure between two fuzzy vectors based on the Ordered Weighted Averaging (OWA) operator. Since the proposed similarity measure has a structure to give the extreme values by choosing a suitable weighting vector of the OWA operator, it can render an interval valued similarity value. From this property, we derive a bidirectional approximate reasoning method based on the similarity measure and show its fuzzy inference network implementation for the decision making systems requiring the interval valued decisions.

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Some characterizations of a mapping defined by interval-valued Choquet integrals

  • Jang, Lee-Chae;Kim, Hyun-Mee
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • v.7 no.1
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    • pp.66-70
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    • 2007
  • Note that Choquet integral is a generalized concept of Lebesgue integral, because two definitions of Choquet integral and Lebesgue integral are equal if a fuzzy measure is a classical measure. In this paper, we consider interval-valued Choquet integrals with respect to fuzzy measures(see [4,5,6,7]). Using these Choquet integrals, we define a mappings on the classes of Choquet integrable functions and give an example of a mapping defined by interval-valued Choquet integrals. And we will investigate some relations between m-convex mappings ${\phi}$ on the class of Choquet integrable functions and m-convex mappings $T_{\phi}$, defined by the class of closed set-valued Choquet integrals with respect to fuzzy measures.

A Note on Set-Valued Choquet Integrals

  • Hong, Dug-Hun;Kim, Kyung-Tae
    • Journal of the Korean Data and Information Science Society
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    • v.16 no.4
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    • pp.1041-1044
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    • 2005
  • Recently, Zhang et al.(Fuzzy Sets and Systems 147(2004) 475-485) proved Fatou's lemma and Lebesgue dominated convergence theorem under some conditions of fuzzy measure. In this note, we show that these conditions of fuzzy measure is essential to prove Fatou's lemma and Lebesgue dominated convergence theorem by examples

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A CLASS OF THE OPERATOR-VALUED FEYNMAN INTEGRAL

  • Ahn, Byung-Moo
    • Journal of the Korean Mathematical Society
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    • v.34 no.3
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    • pp.569-579
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    • 1997
  • We investigate the existence of the operator-valued Feynman integral when a Wiener functional is given by a Fourier transform of complex Borel measure.

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Interval-valued Choquet Integrals and applications in pricing risks (구간치 쇼케이적분과 위험률 가격 측정에서의 응용)

  • Jang, Lee-Chae
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 2007.04a
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    • pp.209-212
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    • 2007
  • Non-additive measures and their corresponding Choquet integrals are very useful tools which are used in both insurance and financial markets. In both markets, it is important to to update prices to account for additional information. The update price is represented by the Choquet integral with respect to the conditioned non-additive measure. In this paper, we consider a price functional H on interval-valued risks defined by interval-valued Choquet integral with respect to a non-additive measure. In particular, we prove that if an interval-valued pricing functional H satisfies the properties of monotonicity, comonotonic additivity, and continuity, then there exists an two non-additive measures ${\mu}_1,\;{\mu}_2$ such that it is represented by interval-valued choquet integral on interval-valued risks.

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Interval-valued Choquet integrals and applications in pricing risks (구간치 쇼케이적분과 위험률 가격 측정에서의 응용)

  • Jang, Lee-Chae
    • Journal of the Korean Institute of Intelligent Systems
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    • v.17 no.4
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    • pp.451-454
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    • 2007
  • Non-additive measures and their corresponding Choquet integrals are very useful tools which are used in both insurance and financial markets. In both markets, it is important to update prices to account for additional information. The update price is represented by the Choquet integral with respect to the conditioned non-additive measure. In this paper, we consider a price functional H on interval-valued risks defined by interval-valued Choquet integral with respect to a non-additive measure. In particular, we prove that if an interval-valued pricing functional H satisfies the properties of monotonicity, comonotonic additivity, and continuity, then there exists an two non-additive measures ${\mu}1,\;{\mu}2$ such that it is represented by interval-valued choquet integral on interval-valued risks.