Acta Mathematica Vietnamica
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PROBABILITY CAPACITIES IN $\mathbb R^d$ AND THE CHOQUET INTEGRAL FOR CAPACITIES
NGUYEN NHUY, LE XUAN SONpp. 41-56
Abstract
A notion of capacity in $\mathbb R^d$ is introduced and a concept of Choquet integral of measurable functions $f : \mathbb R^d \to \mathbb R$ is defined and investigated.