Tatjana Grbic

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In this paper, the definitions of central g-moments of the order n, n ϵN for random variables and g-expectation for a random variable are given. With the suitable choice of the generator g, and choosing different values for n, it is possible to calculate central g-moments of the order n even for a random variable f for which neither expectation nor(More)
A natural generalization of (classical) measures are monotone set valued functions, the so called non-additive measures. Further generalization of measures are intervalvalued measures and interval-valued non-additive measures. Since interval-valued ⊕-measures, as a special case of intervalvalued non-additive measures, have been extensively applied in the(More)