Choquet integral with respect to a symmetric fuzzy measure of a function on the real line

Some results about the calculation of the Choquet integral of a monotone function are presented. The construction of monotone functions from non-monotone ones that lead to the same Choquet integral is studied.     

The symmetric Choquet integral with respect to Riesz-space-valued capacities

A definition of “Šipoš integral” is given, similarly to [3], [5], [10], for real-valued functions and with respect to Dedekind complete Riesz-space-valued “capacities”. A comparison of Choquet and Šipoš-type integrals is given, and some fundamental properties and some convergence theorems for the Šipoš integral are proved. This paper was supported by the cooperation project between Slovak Academy of Sciences (S.A.V.) and Italian National Council of Researches (C.N.R.)     

On an approach to the definition of a stochastic integral with respect to a Gaussian measure

We define a stochastic Riemann integral with respect to a Gaussian measure. The class of integrable functions is introduced in which there exists a solution of a stochastic Fredholm integral equation. It is shown by examples how to pass from the integral defined here to the Itô and Stratonovich integrals.Translated fromTeoriya Sluchaínykh Protsessov, Vol. 14, pp. 100–108, 1986.     

Stochastic integration with respect to a stochastic integral

In this paper we prove first the property of integration with respect to a measure defined by density,h(fm) = (hf)mor a measure mand functions f,h, taking values in Banach spaces. Then we use this result to prove the similar “associativity” property of the stochastic integralL.(K-X)= (LK) Xfor processes X,K,Ltaking values in Banach spaces     

On the hellinger square integral with respect to an operator valued measure and stationary processes

A construction of the Hellinger square integral with respect to a semispectral measure in a Banach space B is given. It is proved that the space of values of a B-valued stationary stochastic process is unitarily isomorphic to the space of all B¹-valued measures that are Hellinger square integrable with respect to the spectral measure of the process. Some applications of the above theorem in the prediction theory (especially to interpolation problem) are also considered.     

On a new set-valued stochastic integral with respect to semimartingales and its applications

We present a new approach to a concept of a set-valued stochastic integral with respect to semimartingales. Such an integral, called set-valued stochastic up-trajectory integral, is compatible with the decomposition of the semimartingale. Some properties of this integral are stated. We show applicability of the new integral in set-valued stochastic integral equations driven by multidimensional semimartingales. The uniqueness theorem is presented. Then we extend the notion of the set-valued stochastic up-trajectory integral to definition of a fuzzy stochastic up-trajectory integral with respect to semimartingales. A result on uniqueness of a solution to fuzzy stochastic integral equations incorporating the new fuzzy stochastic up-trajectory integral driven by the multidimensional semimartingale is stated.     

Koch曲线的Hausdorff测度上界的研究

研究了 Koch曲线的Hausdorff测度的上界估计,通过在Koch曲线上构造分形级更高的新覆盖,得到新覆盖与Koch曲线的交集对应的连通弧,并利用相关定理计算出了 Koch曲线的Hausdorff测度,得到了更好的上界估计值Hs(K)≤0.58764947.这是迄今所知的Koch曲线的Hausdorff测度的最好上...     

Singularity of self-similar measures with respect to Hausdorff measures

Besicovitch (1934) and Eggleston (1949) analyzed subsets of points of the unit interval with given frequencies in the figures of their base- expansions. We extend this analysis to self-similar sets, by replacing the frequencies of figures with the frequencies of the generating similitudes. We focus on the interplay among such sets, self-similar measures, and Hausdorff measures. We give a fine-tuned classification of the Hausdorff measures according to the singularity of the self-similar measures with respect to those measures. We show that the self-similar measures are concentrated on sets whose frequencies of similitudes obey the Law of the Iterated Logarithm.

     

Maximization of the Choquet integral over a convex set and its application to resource allocation problems

We study the problem of the Choquet integral maximization over a convex set. The problem is shown to be generally non-convex (and non-differentiable). We analyze the problem structure, and propose local and global search algorithms. The special case when the problem becomes concave is analyzed separately. For the non-convex case we propose a decomposition scheme which allows to reduce a non-convex problem to several concave ones. Decomposition is performed by finding the coarsest partition of a capacity into disjunction of totally monotone measures. We discuss its effectiveness and prove that the scheme is optimal for 2-additive capacities. An application of the developed methods to resource allocation problems concludes the article.     

A gould type integral with respect to a multisubmeasure

In [GOULD, G. G.: Integration over vector-valued measures, Proc. London Math. Soc. (3) 15, (1965), 193–205], G. G. Gould introduced a type of integral of a bounded, real valued function with respect to a finite additive set function taking values in a Banach space, integral which is more general than the Lebesgue one. Recently, A. Precupanu and A. Croitoru gave the generalization, defining a Gould type integral for multimeasures with values in _kc(X), X being a Banach space ([PRECUPANU, A.—CROITORU, A.: A Gould type integral with respect to a multimeasure, I, An. Ştiinţ. Univ. “Al. I. Cuza” Iaşi Secţ. I a Mat. 48 (2002), 165–200]). Taking as starting point this work and [PRECUPANU, A.—CROITORU, A.: A Gould type integral with respect to a multimeasure, II, An. Ştiinţ. Univ. “Al. I. Cuza” Iaşi Secţ. I a Mat. 49 (2003), 183–207], we define here the notion of a Gould type integral with respect to a _bf(X)-valued multisubmeasure, pointing out important properties of it. We also establish that, even if we deal with multisubmeasures, the integral is still a multimeasure.      

Best approximations by rational functions with respect to the Hausdorff distance

Inverse theorems on the best approximations of plane sets in a Hausdorff metric by means of rational functions are cited. It is shown, among other things, that if R_n,r (F, [a, b])=o(1/n), then there exists a set P [a, b] of complete measure over which F constitutes a single-valued function.Translated from Matematicheskie Zametki, Vol. 11, No. 5, pp. 491–498, May, 1972.     

Norms extremal with respect to the Mahler measure

In this paper, we introduce and study several norms which are constructed in order to satisfy an extremal property with respect to the Mahler measure. These norms are a natural generalization of the metric Mahler measure introduced by Dubickas and Smyth. We show that bounding these norms on a certain subspace implies Lehmer?s conjecture and in at least one case that the converse is true as well. We evaluate these norms on a class of algebraic numbers that include Pisot and Salem numbers, and for surds. We prove that the infimum in the construction is achieved in a certain finite dimensional space for all algebraic numbers in one case, and for surds in general, a finiteness result analogous to that of Samuels and Jankauskas for the t-metric Mahler measures.     

The general gould type integral with respect to a multisubmeasure

In two earlier papers [GAVRILUŢ, A.: A Gould type integral with respect to a multisubmeasure, Math. Slovaca 58 (2008), 1–20] and [Gavriluţ, A.: On some properties of the Gould type integral with respect to a multisubmeasure, An. Ştiinţ. Univ. Al. I. Cuza Iaşi. Mat. (N.S.) 52 (2006), 177–194], we defined and studied a Gould type integral for a real valued, bounded function with respect to a multisubmeasure having finite variation. In this paper, we introduce and study the properties of a Gould type integral in the general setting: the function may be unbounded and the variation of the multisubmeasure may be infinite.