We establish integral representation results for suitably pointwise continuous and comonotonic additive functionals of bounded variation defined on Stone lattices. As an application, we prove a comonotonic version of the Daniell–Stone Theorem.
Signed integral representations of comonotonic additive functionals
Cerreia-Vioglio,Simone
;Maccheroni, Fabio;Marinacci, Massimo;Montrucchio, Luigi
2012
Abstract
We establish integral representation results for suitably pointwise continuous and comonotonic additive functionals of bounded variation defined on Stone lattices. As an application, we prove a comonotonic version of the Daniell–Stone Theorem.
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