On the disintegration property of coherent upper conditional prevision defined by the Choquet integral with respect to its associated Hausdorff outer measure

Abstract

Let (Ω, d) be a metric space where Ω is a set with positive and finite Hausdorff outer measure in its Hausdorff dimension and let B be a partition of Ω . The coherent upper conditional prevision defined as the Choquet integral with respect to its associated Hausdorff outer measure is proven to satisfy the disintegration property on every non-null partition… (More)
DOI: 10.1007/s10479-016-2270-9

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