An Integrated Algorithm of Liu's Generalized Lambda-Measure Based Choquet Integral and Hurst Exponent

Author(s):  
Hsiang-Chuan Liu ◽  
Hsien-Chang Tsai ◽  
Yu-Ting Cheng ◽  
Yen-Kuei Yu
Author(s):  
Horng-Jinh Chang ◽  
Pei-Chun Chang ◽  
Hsiang-Chuan Liu ◽  
Kuei-Jen Lee ◽  
Jing-Doo Wang ◽  
...  

2019 ◽  
Vol 69 (4) ◽  
pp. 801-814 ◽  
Author(s):  
Sorin G. Gal

Abstract In this paper we introduce a new concept of Choquet-Stieltjes integral of f with respect to g on intervals, as a limit of Choquet integrals with respect to a capacity μ. For g(t) = t, one reduces to the usual Choquet integral and unlike the old known concept of Choquet-Stieltjes integral, for μ the Lebesgue measure, one reduces to the usual Riemann-Stieltjes integral. In the case of distorted Lebesgue measures, several properties of this new integral are obtained. As an application, the concept of Choquet line integral of second kind is introduced and some of its properties are obtained.


Sign in / Sign up

Export Citation Format

Share Document