Conditional Expectation in an Uncertainty Space

• Main Authors: Aujero, E, Frondoza, M, De Lara-Tuprio, Elvira P, Eden, R, Teng, T R
• Format: text
• Published: Archīum Ateneo 2019
• Subjects: uncertainty theory; conditional expectation; Mathematics
• Online Access: https://archium.ateneo.edu/mathematics-faculty-pubs/69; https://iopscience.iop.org/article/10.1088/1742-6596/1180/1/012003/meta
• Institution: Ateneo De Manila University

In the classical (probability) setting, the Radon-Nikodym Theorem is used to prove the existence of conditional expectations. This paper states the Radon-Nikodym Theorem for uncertain measures which were introduced by Liu (2007) to model belief degrees. This version of the theorem is adapted from Gr...